Soc. Generale Call 5 RR/ 20.12.2024
/ DE000SW7HUE1
Soc. Generale Call 5 RR/ 20.12.20.../ DE000SW7HUE1 /
11/09/2024 09:44:46 |
Chg.-0.020 |
Bid19:25:12 |
Ask19:25:12 |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
-5.13% |
0.400 Bid Size: 7,500 |
0.440 Ask Size: 7,500 |
Rolls-Royce Holdings... |
5.00 GBP |
20/12/2024 |
Call |
Master data
WKN: |
SW7HUE |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.00 GBP |
Maturity: |
20/12/2024 |
Issue date: |
11/03/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.36 |
Parity: |
-0.32 |
Time value: |
0.40 |
Break-even: |
6.33 |
Moneyness: |
0.95 |
Premium: |
0.13 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.02 |
Spread %: |
5.26% |
Delta: |
0.47 |
Theta: |
0.00 |
Omega: |
6.54 |
Rho: |
0.01 |
Quote data
Open: |
0.370 |
High: |
0.370 |
Low: |
0.370 |
Previous Close: |
0.390 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.82% |
1 Month |
|
|
-26.00% |
3 Months |
|
|
-30.19% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.390 |
0.340 |
1M High / 1M Low: |
0.590 |
0.340 |
6M High / 6M Low: |
0.610 |
0.250 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.364 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.495 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.417 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
142.19% |
Volatility 6M: |
|
200.50% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |