Soc. Generale Call 42 G1A 20.09.2024
/ DE000SW1ZPB2
Soc. Generale Call 42 G1A 20.09.2.../ DE000SW1ZPB2 /
8/23/2024 9:51:00 PM |
Chg.+0.004 |
Bid9:53:44 PM |
Ask9:53:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.049EUR |
+8.89% |
0.050 Bid Size: 10,000 |
0.060 Ask Size: 10,000 |
GEA GROUP AG |
42.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
SW1ZPB |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
GEA GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
42.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
8/8/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
68.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.20 |
Parity: |
-0.10 |
Time value: |
0.06 |
Break-even: |
42.60 |
Moneyness: |
0.98 |
Premium: |
0.04 |
Premium p.a.: |
0.66 |
Spread abs.: |
0.01 |
Spread %: |
20.00% |
Delta: |
0.37 |
Theta: |
-0.02 |
Omega: |
25.58 |
Rho: |
0.01 |
Quote data
Open: |
0.049 |
High: |
0.054 |
Low: |
0.042 |
Previous Close: |
0.045 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-9.26% |
1 Month |
|
|
-39.51% |
3 Months |
|
|
-35.53% |
YTD |
|
|
-65.00% |
1 Year |
|
|
-78.70% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.050 |
0.042 |
1M High / 1M Low: |
0.097 |
0.033 |
6M High / 6M Low: |
0.160 |
0.033 |
High (YTD): |
3/27/2024 |
0.160 |
Low (YTD): |
8/5/2024 |
0.033 |
52W High: |
8/31/2023 |
0.250 |
52W Low: |
8/5/2024 |
0.033 |
Avg. price 1W: |
|
0.046 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.058 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.082 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.100 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
277.08% |
Volatility 6M: |
|
257.94% |
Volatility 1Y: |
|
224.04% |
Volatility 3Y: |
|
- |