Soc. Generale Call 46 0B2 20.09.2024
/ DE000SW3XH36
Soc. Generale Call 46 0B2 20.09.2.../ DE000SW3XH36 /
| 2024-07-26 3:41:51 PM |
Chg.-0.030 |
Bid4:51:29 PM |
Ask4:51:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.040EUR |
-1.45% |
2.090
Bid Size: 5,000 |
2.160
Ask Size: 5,000 |
BAWAG GROUP AG |
46.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW3XH3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
2.03 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.24 |
| Parity: |
2.03 |
| Time value: |
0.11 |
| Break-even: |
67.40 |
| Moneyness: |
1.44 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.07 |
| Spread %: |
3.38% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
2.84 |
| Rho: |
0.06 |
Quote data
| Open: |
2.010 |
| High: |
2.090 |
| Low: |
2.010 |
| Previous Close: |
2.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.45% |
| 1 Month |
|
|
+56.92% |
| 3 Months |
|
|
+53.38% |
| YTD |
|
|
+343.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.200 |
2.070 |
| 1M High / 1M Low: |
2.200 |
1.300 |
| 6M High / 6M Low: |
2.200 |
0.400 |
| High (YTD): |
2024-07-23 |
2.200 |
| Low (YTD): |
2024-01-17 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.128 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.860 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.207 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.81% |
| Volatility 6M: |
|
125.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
