Soc. Generale Call 45 EUZ 20.09.2024
/ DE000SW2BGE4
Soc. Generale Call 45 EUZ 20.09.2.../ DE000SW2BGE4 /
30/08/2024 14:30:41 |
Chg.+0.018 |
Bid14:49:30 |
Ask14:49:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.089EUR |
+25.35% |
0.087 Bid Size: 10,000 |
0.110 Ask Size: 10,000 |
ECKERT+ZIEGLER INH ... |
45.00 - |
20/09/2024 |
Call |
Master data
WKN: |
SW2BGE |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ECKERT+ZIEGLER INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 - |
Maturity: |
20/09/2024 |
Issue date: |
16/08/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
43.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.41 |
Parity: |
-0.17 |
Time value: |
0.10 |
Break-even: |
46.00 |
Moneyness: |
0.96 |
Premium: |
0.06 |
Premium p.a.: |
1.82 |
Spread abs.: |
0.02 |
Spread %: |
20.48% |
Delta: |
0.37 |
Theta: |
-0.04 |
Omega: |
16.11 |
Rho: |
0.01 |
Quote data
Open: |
0.080 |
High: |
0.093 |
Low: |
0.080 |
Previous Close: |
0.071 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-31.54% |
1 Month |
|
|
-53.16% |
3 Months |
|
|
-79.30% |
YTD |
|
|
-81.84% |
1 Year |
|
|
-75.95% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.071 |
1M High / 1M Low: |
0.200 |
0.071 |
6M High / 6M Low: |
0.630 |
0.071 |
High (YTD): |
30/01/2024 |
0.710 |
Low (YTD): |
29/08/2024 |
0.071 |
52W High: |
30/01/2024 |
0.710 |
52W Low: |
29/08/2024 |
0.071 |
Avg. price 1W: |
|
0.116 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.124 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.293 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.345 |
Avg. volume 1Y: |
|
43.445 |
Volatility 1M: |
|
280.31% |
Volatility 6M: |
|
292.10% |
Volatility 1Y: |
|
235.25% |
Volatility 3Y: |
|
- |