Soc. Generale Call 42 0B2 20.09.2024
/ DE000SW3XH10
Soc. Generale Call 42 0B2 20.09.2.../ DE000SW3XH10 /
| 2024-07-26 4:19:52 PM |
Chg.0.000 |
Bid4:53:38 PM |
Ask4:53:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.470EUR |
0.00% |
2.480
Bid Size: 5,000 |
2.550
Ask Size: 5,000 |
BAWAG GROUP AG |
42.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW3XH1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
2.43 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.24 |
| Parity: |
2.43 |
| Time value: |
0.10 |
| Break-even: |
67.30 |
| Moneyness: |
1.58 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.07 |
| Spread %: |
2.85% |
| Delta: |
0.93 |
| Theta: |
-0.03 |
| Omega: |
2.45 |
| Rho: |
0.06 |
Quote data
| Open: |
2.400 |
| High: |
2.470 |
| Low: |
2.400 |
| Previous Close: |
2.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.82% |
| 1 Month |
|
|
+47.90% |
| 3 Months |
|
|
+46.15% |
| YTD |
|
|
+238.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.590 |
2.450 |
| 1M High / 1M Low: |
2.590 |
1.670 |
| 6M High / 6M Low: |
2.590 |
0.680 |
| High (YTD): |
2024-07-23 |
2.590 |
| Low (YTD): |
2024-01-17 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.518 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.244 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.568 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.35% |
| Volatility 6M: |
|
99.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
