Soc. Generale Call 48 0B2 20.09.2024
/ DE000SW3XH44
Soc. Generale Call 48 0B2 20.09.2.../ DE000SW3XH44 /
| 2024-07-26 4:28:49 PM |
Chg.0.000 |
Bid5:08:44 PM |
Ask5:08:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.890EUR |
0.00% |
1.900
Bid Size: 5,000 |
1.970
Ask Size: 5,000 |
BAWAG GROUP AG |
48.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW3XH4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.24 |
| Parity: |
1.83 |
| Time value: |
0.12 |
| Break-even: |
67.50 |
| Moneyness: |
1.38 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.07 |
| Spread %: |
3.72% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
3.08 |
| Rho: |
0.06 |
Quote data
| Open: |
1.830 |
| High: |
1.900 |
| Low: |
1.830 |
| Previous Close: |
1.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.53% |
| 1 Month |
|
|
+67.26% |
| 3 Months |
|
|
+62.93% |
| YTD |
|
|
+440.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.010 |
1.880 |
| 1M High / 1M Low: |
2.010 |
1.130 |
| 6M High / 6M Low: |
2.010 |
0.300 |
| High (YTD): |
2024-07-23 |
2.010 |
| Low (YTD): |
2024-01-17 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.940 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.673 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.038 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.63% |
| Volatility 6M: |
|
141.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
