Soc. Generale Call 50 0B2 20.09.2024
/ DE000SW3XH51
Soc. Generale Call 50 0B2 20.09.2.../ DE000SW3XH51 /
| 30/08/2024 09:26:47 |
Chg.-0.03 |
Bid10:34:02 |
Ask10:34:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.83EUR |
-1.61% |
1.86
Bid Size: 5,000 |
1.94
Ask Size: 5,000 |
BAWAG GROUP AG |
50.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
SW3XH5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
25/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
1.87 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.24 |
| Parity: |
1.87 |
| Time value: |
0.07 |
| Break-even: |
69.40 |
| Moneyness: |
1.37 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.08 |
| Spread %: |
4.30% |
| Delta: |
0.93 |
| Theta: |
-0.06 |
| Omega: |
3.28 |
| Rho: |
0.03 |
Quote data
| Open: |
1.83 |
| High: |
1.83 |
| Low: |
1.83 |
| Previous Close: |
1.86 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.67% |
| 1 Month |
|
|
+8.93% |
| 3 Months |
|
|
+72.64% |
| YTD |
|
|
+603.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.86 |
1.80 |
| 1M High / 1M Low: |
1.86 |
1.19 |
| 6M High / 6M Low: |
1.86 |
0.36 |
| High (YTD): |
29/08/2024 |
1.86 |
| Low (YTD): |
17/01/2024 |
0.15 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.35% |
| Volatility 6M: |
|
127.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
