Soc. Generale Call 44 NWT 20.09.2024
/ DE000SW1Y3N8
Soc. Generale Call 44 NWT 20.09.2.../ DE000SW1Y3N8 /
| 16/07/2024 21:35:19 |
Chg.+0.250 |
Bid21:59:44 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.510EUR |
+19.84% |
1.500
Bid Size: 7,000 |
-
Ask Size: - |
WELLS FARGO + CO.DL ... |
44.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
SW1Y3N |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
WELLS FARGO + CO.DL 1,666 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
07/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.20 |
| Parity: |
0.90 |
| Time value: |
0.38 |
| Break-even: |
56.80 |
| Moneyness: |
1.20 |
| Premium: |
0.07 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.76 |
| Theta: |
-0.05 |
| Omega: |
3.13 |
| Rho: |
0.05 |
Quote data
| Open: |
1.200 |
| High: |
1.510 |
| Low: |
1.200 |
| Previous Close: |
1.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.67% |
| 1 Month |
|
|
+17.05% |
| 3 Months |
|
|
+17.97% |
| YTD |
|
|
+104.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.510 |
1.160 |
| 1M High / 1M Low: |
1.610 |
1.160 |
| 6M High / 6M Low: |
1.730 |
0.510 |
| High (YTD): |
15/05/2024 |
1.730 |
| Low (YTD): |
18/01/2024 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.410 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.260 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.60% |
| Volatility 6M: |
|
100.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
