Soc. Generale Call 52 NWT 20.09.2024
/ DE000SW1Y3R9
Soc. Generale Call 52 NWT 20.09.2.../ DE000SW1Y3R9 /
| 2024-07-31 9:41:16 PM |
Chg.-0.070 |
Bid9:59:50 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-8.97% |
0.700
Bid Size: 8,000 |
-
Ask Size: - |
WELLS FARGO + CO.DL ... |
52.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
SW1Y3R |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
WELLS FARGO + CO.DL 1,666 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.21 |
| Parity: |
0.35 |
| Time value: |
0.41 |
| Break-even: |
59.60 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.66 |
| Theta: |
-0.05 |
| Omega: |
4.78 |
| Rho: |
0.04 |
Quote data
| Open: |
0.710 |
| High: |
0.770 |
| Low: |
0.710 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.74% |
| 1 Month |
|
|
-8.97% |
| 3 Months |
|
|
-17.44% |
| YTD |
|
|
+115.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.730 |
| 1M High / 1M Low: |
0.900 |
0.490 |
| 6M High / 6M Low: |
1.050 |
0.230 |
| High (YTD): |
2024-05-15 |
1.050 |
| Low (YTD): |
2024-01-18 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.758 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.755 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.712 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.01% |
| Volatility 6M: |
|
170.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
