Soc. Generale Call 48 0B2 20.09.2024
/ DE000SW3XH44
Soc. Generale Call 48 0B2 20.09.2.../ DE000SW3XH44 /
8/30/2024 9:26:47 AM |
Chg.-0.02 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.03EUR |
-0.98% |
- Bid Size: - |
- Ask Size: - |
BAWAG GROUP AG |
48.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
9/25/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.12 |
Intrinsic value: |
2.12 |
Implied volatility: |
1.17 |
Historic volatility: |
0.24 |
Parity: |
2.12 |
Time value: |
0.08 |
Break-even: |
69.90 |
Moneyness: |
1.44 |
Premium: |
0.01 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.08 |
Spread %: |
3.79% |
Delta: |
0.93 |
Theta: |
-0.07 |
Omega: |
2.94 |
Rho: |
0.02 |
Quote data
Open: |
2.03 |
High: |
2.03 |
Low: |
2.03 |
Previous Close: |
2.05 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.50% |
1 Month |
|
|
+3.05% |
3 Months |
|
|
+57.36% |
YTD |
|
|
+497.06% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.05 |
2.02 |
1M High / 1M Low: |
2.05 |
1.36 |
6M High / 6M Low: |
2.05 |
0.51 |
High (YTD): |
8/29/2024 |
2.05 |
Low (YTD): |
1/17/2024 |
0.21 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.03 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.83 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.32 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
113.60% |
Volatility 6M: |
|
112.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |