Soc. Generale Call 44 MO 20.09.2024
/ DE000SW1YP86
Soc. Generale Call 44 MO 20.09.20.../ DE000SW1YP86 /
| 2024-07-12 10:37:46 AM |
Chg.+0.020 |
Bid12:11:58 PM |
Ask12:11:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+5.88% |
0.360
Bid Size: 8,400 |
0.370
Ask Size: 8,400 |
Altria Group Inc |
44.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW1YP8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Altria Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
0.28 |
| Time value: |
0.08 |
| Break-even: |
44.06 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
9.59 |
| Rho: |
0.06 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.57% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
+300.00% |
| YTD |
|
|
+339.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.270 |
| 1M High / 1M Low: |
0.340 |
0.190 |
| 6M High / 6M Low: |
0.340 |
0.041 |
| High (YTD): |
2024-07-11 |
0.340 |
| Low (YTD): |
2024-03-05 |
0.041 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.298 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.268 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.153 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.22% |
| Volatility 6M: |
|
195.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
