Soc. Generale Call 480 LOR 20.09.2024
/ DE000SW1ZSB6
Soc. Generale Call 480 LOR 20.09..../ DE000SW1ZSB6 /
| 05/07/2024 08:12:26 |
Chg.-0.010 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-4.00% |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
480.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
SW1ZSB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
08/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
164.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-7.00 |
| Time value: |
0.25 |
| Break-even: |
482.50 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
1.18 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
0.11 |
| Theta: |
-0.06 |
| Omega: |
18.40 |
| Rho: |
0.09 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.19% |
| 1 Month |
|
|
-80.33% |
| 3 Months |
|
|
-66.67% |
| YTD |
|
|
-89.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.240 |
| 1M High / 1M Low: |
1.220 |
0.240 |
| 6M High / 6M Low: |
2.510 |
0.240 |
| High (YTD): |
06/02/2024 |
2.510 |
| Low (YTD): |
05/07/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.764 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.276 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.47% |
| Volatility 6M: |
|
230.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
