Soc. Generale Call 52 NWT 20.09.2024
/ DE000SW1Y3R9
Soc. Generale Call 52 NWT 20.09.2.../ DE000SW1Y3R9 /
| 2024-07-08 9:51:03 AM |
Chg.-0.080 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-10.00% |
-
Bid Size: - |
-
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: |
7.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.20 |
| Parity: |
0.31 |
| Time value: |
0.47 |
| Break-even: |
59.80 |
| Moneyness: |
1.06 |
| Premium: |
0.09 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.01 |
| Spread %: |
1.30% |
| Delta: |
0.64 |
| Theta: |
-0.04 |
| Omega: |
4.55 |
| Rho: |
0.06 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.00% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
+1.41% |
| YTD |
|
|
+118.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.750 |
| 1M High / 1M Low: |
0.860 |
0.530 |
| 6M High / 6M Low: |
1.000 |
0.170 |
| High (YTD): |
2024-05-15 |
1.000 |
| Low (YTD): |
2024-01-18 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.804 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.683 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.624 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.51% |
| Volatility 6M: |
|
151.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
