Soc. Generale Call 41.5 BAC 20.09.2024
/ DE000SW9PWG1
Soc. Generale Call 41.5 BAC 20.09.../ DE000SW9PWG1 /
| 8/8/2024 10:23:00 AM |
Chg.-0.001 |
Bid5:12:44 PM |
Ask5:12:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.042EUR |
-2.33% |
0.062
Bid Size: 350,000 |
0.072
Ask Size: 350,000 |
Bank of America Corp... |
41.50 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SW9PWG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
41.50 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
4/29/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
117.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
-0.77 |
| Time value: |
0.06 |
| Break-even: |
38.27 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
1.64 |
| Spread abs.: |
0.01 |
| Spread %: |
20.83% |
| Delta: |
0.17 |
| Theta: |
-0.01 |
| Omega: |
19.57 |
| Rho: |
0.01 |
Quote data
| Open: |
0.041 |
| High: |
0.042 |
| Low: |
0.041 |
| Previous Close: |
0.043 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-70.00% |
| 1 Month |
|
|
-83.20% |
| 3 Months |
|
|
-75.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.022 |
| 1M High / 1M Low: |
0.630 |
0.022 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.311 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
886.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
