Soc. Generale Call 50 K 20.09.2024
/ DE000SW38WC1
Soc. Generale Call 50 K 20.09.202.../ DE000SW38WC1 /
| 6/28/2024 9:35:12 PM |
Chg.-0.050 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-6.25% |
0.770
Bid Size: 6,000 |
0.780
Ask Size: 6,000 |
Kellanova Co |
50.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SW38WC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Kellanova Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/3/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
0.72 |
| Time value: |
0.06 |
| Break-even: |
54.47 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.30% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
6.33 |
| Rho: |
0.09 |
Quote data
| Open: |
0.730 |
| High: |
0.820 |
| Low: |
0.730 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.85% |
| 1 Month |
|
|
-20.21% |
| 3 Months |
|
|
-5.06% |
| YTD |
|
|
+2.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.750 |
| 1M High / 1M Low: |
1.050 |
0.750 |
| 6M High / 6M Low: |
1.210 |
0.520 |
| High (YTD): |
5/14/2024 |
1.210 |
| Low (YTD): |
3/14/2024 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.808 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.897 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.799 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.76% |
| Volatility 6M: |
|
115.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
