Soc. Generale Call 5.25 BSD2 20.09.2024
/ DE000SW75161
Soc. Generale Call 5.25 BSD2 20.0.../ DE000SW75161 /
| 7/8/2024 10:12:56 AM |
Chg.- |
Bid9:49:14 AM |
Ask9:49:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.039EUR |
- |
0.028
Bid Size: 125,000 |
0.037
Ask Size: 125,000 |
BCO SANTANDER N.EO0,... |
5.25 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW7516 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.25 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
3/25/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
117.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
-0.80 |
| Time value: |
0.04 |
| Break-even: |
5.29 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
1.38 |
| Spread abs.: |
0.01 |
| Spread %: |
31.03% |
| Delta: |
0.13 |
| Theta: |
0.00 |
| Omega: |
15.61 |
| Rho: |
0.00 |
Quote data
| Open: |
0.037 |
| High: |
0.039 |
| Low: |
0.037 |
| Previous Close: |
0.039 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.48% |
| 1 Month |
|
|
-64.55% |
| 3 Months |
|
|
-70.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.040 |
0.029 |
| 1M High / 1M Low: |
0.100 |
0.029 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.055 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
