Soc. Generale Call 42 NWT 20.09.2024
/ DE000SW1Y3M0
Soc. Generale Call 42 NWT 20.09.2.../ DE000SW1Y3M0 /
2024-07-31 9:40:04 PM |
Chg.-0.070 |
Bid9:59:21 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.600EUR |
-4.19% |
1.600 Bid Size: 7,000 |
- Ask Size: - |
WELLS FARGO + CO.DL ... |
42.00 - |
2024-09-20 |
Call |
Master data
WKN: |
SW1Y3M |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
WELLS FARGO + CO.DL 1,666 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
42.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-08-07 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.37 |
Intrinsic value: |
1.35 |
Implied volatility: |
1.09 |
Historic volatility: |
0.21 |
Parity: |
1.35 |
Time value: |
0.30 |
Break-even: |
58.50 |
Moneyness: |
1.32 |
Premium: |
0.05 |
Premium p.a.: |
0.46 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.82 |
Theta: |
-0.06 |
Omega: |
2.74 |
Rho: |
0.04 |
Quote data
Open: |
1.590 |
High: |
1.670 |
Low: |
1.590 |
Previous Close: |
1.670 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.23% |
1 Month |
|
|
-2.44% |
3 Months |
|
|
-5.33% |
YTD |
|
|
+81.82% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.690 |
1.620 |
1M High / 1M Low: |
1.790 |
1.340 |
6M High / 6M Low: |
1.910 |
0.760 |
High (YTD): |
2024-05-10 |
1.910 |
Low (YTD): |
2024-01-18 |
0.630 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.650 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.632 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.497 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
115.11% |
Volatility 6M: |
|
88.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |