Soc. Generale Call 46 0B2 20.09.2024
/ DE000SW3XH36
Soc. Generale Call 46 0B2 20.09.2.../ DE000SW3XH36 /
| 04/07/2024 09:27:24 |
Chg.-0.03 |
Bid07:49:01 |
Ask07:49:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.71EUR |
-1.72% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.24 |
| Parity: |
1.63 |
| Time value: |
0.11 |
| Break-even: |
63.40 |
| Moneyness: |
1.35 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
2.96% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
3.26 |
| Rho: |
0.08 |
Quote data
| Open: |
1.71 |
| High: |
1.71 |
| Low: |
1.71 |
| Previous Close: |
1.74 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.91% |
| 1 Month |
|
|
+25.74% |
| 3 Months |
|
|
+40.16% |
| YTD |
|
|
+288.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.74 |
1.38 |
| 1M High / 1M Low: |
1.74 |
1.31 |
| 6M High / 6M Low: |
1.74 |
0.28 |
| High (YTD): |
03/07/2024 |
1.74 |
| Low (YTD): |
17/01/2024 |
0.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.67% |
| Volatility 6M: |
|
128.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
