Soc. Generale Call 45 AZ2 20.12.2024
/ DE000SW1ZHW5
Soc. Generale Call 45 AZ2 20.12.2.../ DE000SW1ZHW5 /
| 26/07/2024 10:14:21 |
Chg.-0.050 |
Bid10:20:18 |
Ask10:20:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
-3.94% |
1.220
Bid Size: 4,000 |
1.280
Ask Size: 4,000 |
ANDRITZ AG |
45.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SW1ZHW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
08/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
1.23 |
| Time value: |
0.12 |
| Break-even: |
58.40 |
| Moneyness: |
1.27 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.07 |
| Spread %: |
5.51% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
3.90 |
| Rho: |
0.16 |
Quote data
| Open: |
1.250 |
| High: |
1.250 |
| Low: |
1.220 |
| Previous Close: |
1.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.09% |
| 1 Month |
|
|
-10.29% |
| 3 Months |
|
|
+34.07% |
| YTD |
|
|
-4.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
1.150 |
| 1M High / 1M Low: |
1.410 |
1.150 |
| 6M High / 6M Low: |
1.660 |
0.910 |
| High (YTD): |
13/06/2024 |
1.660 |
| Low (YTD): |
26/04/2024 |
0.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.262 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.307 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.59% |
| Volatility 6M: |
|
77.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
