Soc. Generale Call 42 MO 20.09.2024
/ DE000SW1YP78
Soc. Generale Call 42 MO 20.09.20.../ DE000SW1YP78 /
| 2024-07-25 4:27:32 PM |
Chg.+0.060 |
Bid5:22:29 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+8.33% |
0.760
Bid Size: 125,000 |
-
Ask Size: - |
Altria Group Inc |
42.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW1YP7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Altria Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
0.68 |
| Time value: |
0.04 |
| Break-even: |
45.95 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
5.96 |
| Rho: |
0.06 |
Quote data
| Open: |
0.720 |
| High: |
0.780 |
| Low: |
0.710 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.43% |
| 1 Month |
|
|
+59.18% |
| 3 Months |
|
|
+225.00% |
| YTD |
|
|
+500.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.700 |
| 1M High / 1M Low: |
0.730 |
0.390 |
| 6M High / 6M Low: |
0.730 |
0.076 |
| High (YTD): |
2024-07-19 |
0.730 |
| Low (YTD): |
2024-03-04 |
0.076 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.716 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.540 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.292 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.20% |
| Volatility 6M: |
|
173.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
