Soc. Generale Call 50 K 20.09.2024
/ DE000SW38WC1
Soc. Generale Call 50 K 20.09.202.../ DE000SW38WC1 /
| 2024-07-10 9:38:26 PM |
Chg.+0.030 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+4.55% |
0.700
Bid Size: 5,000 |
0.710
Ask Size: 5,000 |
Kellanova Co |
50.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW38WC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Kellanova Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-03 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
0.59 |
| Time value: |
0.08 |
| Break-even: |
52.94 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
6.70 |
| Rho: |
0.08 |
Quote data
| Open: |
0.590 |
| High: |
0.690 |
| Low: |
0.590 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.29% |
| 1 Month |
|
|
-25.81% |
| 3 Months |
|
|
-14.81% |
| YTD |
|
|
-5.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.620 |
| 1M High / 1M Low: |
0.980 |
0.620 |
| 6M High / 6M Low: |
1.210 |
0.520 |
| High (YTD): |
2024-05-14 |
1.210 |
| Low (YTD): |
2024-03-14 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.636 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.788 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.789 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.40% |
| Volatility 6M: |
|
111.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
