Soc. Generale Call 44 0B2 20.09.2024
/ DE000SW3XH28
Soc. Generale Call 44 0B2 20.09.2.../ DE000SW3XH28 /
| 2024-06-27 10:00:19 AM |
Chg.+0.030 |
Bid10:42:49 AM |
Ask10:42:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
+2.01% |
1.530
Bid Size: 5,000 |
1.570
Ask Size: 5,000 |
BAWAG GROUP AG |
44.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW3XH2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
1.45 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.25 |
| Parity: |
1.45 |
| Time value: |
0.10 |
| Break-even: |
59.40 |
| Moneyness: |
1.33 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
2.67% |
| Delta: |
0.92 |
| Theta: |
-0.02 |
| Omega: |
3.47 |
| Rho: |
0.09 |
Quote data
| Open: |
1.520 |
| High: |
1.520 |
| Low: |
1.520 |
| Previous Close: |
1.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.17% |
| 1 Month |
|
|
-15.08% |
| 3 Months |
|
|
+6.29% |
| YTD |
|
|
+162.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.620 |
1.490 |
| 1M High / 1M Low: |
1.790 |
1.350 |
| 6M High / 6M Low: |
1.790 |
0.380 |
| High (YTD): |
2024-05-28 |
1.790 |
| Low (YTD): |
2024-01-17 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.538 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.590 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.129 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.05% |
| Volatility 6M: |
|
120.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
