Soc. Generale Call 46 0B2 20.09.2024
/ DE000SW3XH36
Soc. Generale Call 46 0B2 20.09.2.../ DE000SW3XH36 /
| 30/08/2024 21:47:07 |
Chg.+0.040 |
Bid21:59:09 |
Ask21:59:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.280EUR |
+1.79% |
2.300
Bid Size: 2,000 |
2.410
Ask Size: 2,000 |
BAWAG GROUP AG |
46.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
25/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.32 |
| Intrinsic value: |
2.32 |
| Implied volatility: |
1.28 |
| Historic volatility: |
0.24 |
| Parity: |
2.32 |
| Time value: |
0.08 |
| Break-even: |
69.90 |
| Moneyness: |
1.50 |
| Premium: |
0.01 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.08 |
| Spread %: |
3.46% |
| Delta: |
0.94 |
| Theta: |
-0.07 |
| Omega: |
2.71 |
| Rho: |
0.02 |
Quote data
| Open: |
2.210 |
| High: |
2.280 |
| Low: |
2.210 |
| Previous Close: |
2.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.70% |
| 1 Month |
|
|
+6.54% |
| 3 Months |
|
|
+49.02% |
| YTD |
|
|
+395.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.280 |
2.180 |
| 1M High / 1M Low: |
2.280 |
1.610 |
| 6M High / 6M Low: |
2.280 |
0.660 |
| High (YTD): |
30/08/2024 |
2.280 |
| Low (YTD): |
17/01/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.234 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.020 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.494 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.21% |
| Volatility 6M: |
|
100.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
