Soc. Generale Call 44 0B2 20.09.2024
/ DE000SW3XH28
Soc. Generale Call 44 0B2 20.09.2.../ DE000SW3XH28 /
| 2024-07-25 9:24:52 AM |
Chg.-0.09 |
Bid8:53:13 PM |
Ask8:53:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.24EUR |
-3.86% |
2.27
Bid Size: 2,000 |
2.36
Ask Size: 2,000 |
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: |
2.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.37 |
| Intrinsic value: |
2.35 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.24 |
| Parity: |
2.35 |
| Time value: |
0.05 |
| Break-even: |
67.90 |
| Moneyness: |
1.53 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.07 |
| Spread %: |
3.02% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
2.74 |
| Rho: |
0.06 |
Quote data
| Open: |
2.24 |
| High: |
2.24 |
| Low: |
2.24 |
| Previous Close: |
2.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.18% |
| 1 Month |
|
|
+44.52% |
| 3 Months |
|
|
+47.37% |
| YTD |
|
|
+300.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.35 |
2.26 |
| 1M High / 1M Low: |
2.35 |
1.50 |
| 6M High / 6M Low: |
2.35 |
0.53 |
| High (YTD): |
2024-07-23 |
2.35 |
| Low (YTD): |
2024-01-17 |
0.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.96% |
| Volatility 6M: |
|
101.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
