Soc. Generale Call 44 0B2 20.09.2024
/ DE000SW3XH28
Soc. Generale Call 44 0B2 20.09.2.../ DE000SW3XH28 /
| 8/9/2024 9:50:54 PM |
Chg.+0.020 |
Bid9:59:06 PM |
Ask9:59:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.100EUR |
+0.96% |
2.110
Bid Size: 2,000 |
2.300
Ask Size: 2,000 |
BAWAG GROUP AG |
44.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
9/25/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
2.04 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.24 |
| Parity: |
2.04 |
| Time value: |
0.12 |
| Break-even: |
65.60 |
| Moneyness: |
1.46 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.06 |
| Spread %: |
2.86% |
| Delta: |
0.91 |
| Theta: |
-0.04 |
| Omega: |
2.71 |
| Rho: |
0.04 |
Quote data
| Open: |
2.040 |
| High: |
2.170 |
| Low: |
2.040 |
| Previous Close: |
2.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
+4.48% |
| 3 Months |
|
|
+37.25% |
| YTD |
|
|
+262.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.080 |
1.790 |
| 1M High / 1M Low: |
2.390 |
1.790 |
| 6M High / 6M Low: |
2.390 |
0.650 |
| High (YTD): |
7/30/2024 |
2.390 |
| Low (YTD): |
1/17/2024 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.936 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.180 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.496 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.36% |
| Volatility 6M: |
|
97.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
