Soc. Generale Call 50 PRY 19.09.2024
/ DE000SW7QGM4
Soc. Generale Call 50 PRY 19.09.2.../ DE000SW7QGM4 /
10/09/2024 08:47:12 |
Chg.+0.060 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
+13.95% |
- Bid Size: - |
- Ask Size: - |
PRYSMIAN |
50.00 EUR |
19/09/2024 |
Call |
Master data
WKN: |
SW7QGM |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
PRYSMIAN |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 EUR |
Maturity: |
19/09/2024 |
Issue date: |
14/03/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
20:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
5.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.52 |
Implied volatility: |
1.02 |
Historic volatility: |
0.27 |
Parity: |
0.52 |
Time value: |
0.03 |
Break-even: |
61.00 |
Moneyness: |
1.21 |
Premium: |
0.01 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.01 |
Spread %: |
1.85% |
Delta: |
0.90 |
Theta: |
-0.10 |
Omega: |
4.94 |
Rho: |
0.01 |
Quote data
Open: |
0.490 |
High: |
0.490 |
Low: |
0.490 |
Previous Close: |
0.430 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.95% |
1 Month |
|
|
+8.89% |
3 Months |
|
|
+6.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.430 |
1M High / 1M Low: |
0.650 |
0.430 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.514 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.542 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
115.70% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |