Soc. Generale Call 42 SDZ 20.12.2024
/ DE000SW9X1P0
Soc. Generale Call 42 SDZ 20.12.2.../ DE000SW9X1P0 /
| 12/11/2024 19:13:13 |
Chg.-0.035 |
Bid19:26:33 |
Ask19:26:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.058EUR |
-37.63% |
0.059
Bid Size: 10,000 |
0.083
Ask Size: 10,000 |
SANDOZ GROUP N |
42.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
SW9X1P |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
06/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.31 |
| Parity: |
-0.16 |
| Time value: |
0.11 |
| Break-even: |
45.85 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.01 |
| Spread %: |
10.00% |
| Delta: |
0.39 |
| Theta: |
-0.02 |
| Omega: |
15.27 |
| Rho: |
0.02 |
Quote data
| Open: |
0.077 |
| High: |
0.087 |
| Low: |
0.058 |
| Previous Close: |
0.093 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.76% |
| 1 Month |
|
|
-12.12% |
| 3 Months |
|
|
-24.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.093 |
0.073 |
| 1M High / 1M Low: |
0.100 |
0.033 |
| 6M High / 6M Low: |
0.130 |
0.012 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.081 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.057 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
446.57% |
| Volatility 6M: |
|
378.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
