Soc. Generale Call 5.5 RR/ 20.09.2024
/ DE000SW8L656
Soc. Generale Call 5.5 RR/ 20.09..../ DE000SW8L656 /
| 2024-08-06 8:17:53 PM |
Chg.-0.060 |
Bid8:21:39 PM |
Ask8:21:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
-42.86% |
0.081
Bid Size: 10,000 |
0.100
Ask Size: 10,000 |
Rolls-Royce Holdings... |
5.50 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
SW8L65 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.37 |
| Parity: |
-1.31 |
| Time value: |
0.17 |
| Break-even: |
6.59 |
| Moneyness: |
0.80 |
| Premium: |
0.29 |
| Premium p.a.: |
6.89 |
| Spread abs.: |
0.02 |
| Spread %: |
13.33% |
| Delta: |
0.24 |
| Theta: |
0.00 |
| Omega: |
7.21 |
| Rho: |
0.00 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.072 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+81.82% |
| 1 Month |
|
|
-4.76% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.044 |
| 1M High / 1M Low: |
0.140 |
0.041 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
880.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
