Soc. Generale Call 44 0B2 20.09.2024
/ DE000SW3XH28
Soc. Generale Call 44 0B2 20.09.2.../ DE000SW3XH28 /
29/08/2024 09:23:58 |
Chg.+0.04 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
2.45EUR |
+1.66% |
- Bid Size: - |
- Ask Size: - |
BAWAG GROUP AG |
44.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
25/09/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.49 |
Intrinsic value: |
2.49 |
Implied volatility: |
1.07 |
Historic volatility: |
0.24 |
Parity: |
2.49 |
Time value: |
0.04 |
Break-even: |
69.20 |
Moneyness: |
1.56 |
Premium: |
0.01 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.08 |
Spread %: |
3.28% |
Delta: |
0.97 |
Theta: |
-0.03 |
Omega: |
2.64 |
Rho: |
0.02 |
Quote data
Open: |
2.45 |
High: |
2.45 |
Low: |
2.45 |
Previous Close: |
2.41 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.52% |
1 Month |
|
|
+5.60% |
3 Months |
|
|
+35.36% |
YTD |
|
|
+337.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.44 |
2.30 |
1M High / 1M Low: |
2.44 |
1.72 |
6M High / 6M Low: |
2.44 |
0.80 |
High (YTD): |
26/08/2024 |
2.44 |
Low (YTD): |
17/01/2024 |
0.38 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.39 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.22 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.68 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.36% |
Volatility 6M: |
|
91.32% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |