Soc. Generale Call 42 NWT 20.09.2024
/ DE000SW1Y3M0
Soc. Generale Call 42 NWT 20.09.2.../ DE000SW1Y3M0 /
| 8/1/2024 9:47:18 AM |
Chg.-0.09 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
-5.63% |
-
Bid Size: - |
-
Ask Size: - |
WELLS FARGO + CO.DL ... |
42.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
8/7/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
1.13 |
| Historic volatility: |
0.21 |
| Parity: |
1.28 |
| Time value: |
0.33 |
| Break-even: |
58.10 |
| Moneyness: |
1.31 |
| Premium: |
0.06 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.80 |
| Theta: |
-0.07 |
| Omega: |
2.74 |
| Rho: |
0.04 |
Quote data
| Open: |
1.51 |
| High: |
1.51 |
| Low: |
1.51 |
| Previous Close: |
1.60 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-4.43% |
| 3 Months |
|
|
-6.79% |
| YTD |
|
|
+71.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.65 |
1.51 |
| 1M High / 1M Low: |
1.72 |
1.27 |
| 6M High / 6M Low: |
1.82 |
0.75 |
| High (YTD): |
5/15/2024 |
1.82 |
| Low (YTD): |
1/18/2024 |
0.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.33% |
| Volatility 6M: |
|
84.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
