Soc. Generale Call 46 GM 20.12.2024
/ DE000SW8K062
Soc. Generale Call 46 GM 20.12.20.../ DE000SW8K062 /
10/18/2024 8:48:31 AM |
Chg.+0.020 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
+4.55% |
- Bid Size: - |
- Ask Size: - |
General Motors Compa... |
46.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
SW8K06 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
General Motors Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
46.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
4/4/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.31 |
Implied volatility: |
0.39 |
Historic volatility: |
0.28 |
Parity: |
0.31 |
Time value: |
0.17 |
Break-even: |
47.28 |
Moneyness: |
1.07 |
Premium: |
0.04 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.01 |
Spread %: |
2.13% |
Delta: |
0.71 |
Theta: |
-0.02 |
Omega: |
6.75 |
Rho: |
0.05 |
Quote data
Open: |
0.460 |
High: |
0.460 |
Low: |
0.460 |
Previous Close: |
0.440 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+24.32% |
1 Month |
|
|
-4.17% |
3 Months |
|
|
-23.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.380 |
1M High / 1M Low: |
0.480 |
0.240 |
6M High / 6M Low: |
0.610 |
0.140 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.418 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.351 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.380 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
201.45% |
Volatility 6M: |
|
196.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |