Soc. Generale Call 43 IXD1 20.09.2024
/ DE000SW9T7S7
Soc. Generale Call 43 IXD1 20.09..../ DE000SW9T7S7 /
09/07/2024 08:46:18 |
Chg.+0.020 |
Bid14:55:09 |
Ask14:55:09 |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
+5.13% |
0.400 Bid Size: 50,000 |
0.410 Ask Size: 50,000 |
INDITEX INH. EO... |
43.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
SW9T7S |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
INDITEX INH. EO 0,03 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
43.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
02/05/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
11.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.30 |
Historic volatility: |
0.20 |
Parity: |
0.26 |
Time value: |
0.15 |
Break-even: |
47.10 |
Moneyness: |
1.06 |
Premium: |
0.03 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.01 |
Spread %: |
2.50% |
Delta: |
0.71 |
Theta: |
-0.02 |
Omega: |
7.93 |
Rho: |
0.06 |
Quote data
Open: |
0.410 |
High: |
0.410 |
Low: |
0.410 |
Previous Close: |
0.390 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.82% |
1 Month |
|
|
-19.61% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.390 |
1M High / 1M Low: |
0.590 |
0.390 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.424 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.499 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |