Soc. Generale Call 54 NWT 20.09.2024
/ DE000SW1Y3S7
Soc. Generale Call 54 NWT 20.09.2.../ DE000SW1Y3S7 /
| 7/9/2024 1:17:22 PM |
Chg.-0.020 |
Bid1:29:47 PM |
Ask1:29:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-3.45% |
0.560
Bid Size: 6,000 |
0.620
Ask Size: 6,000 |
WELLS FARGO + CO.DL ... |
54.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
SW1Y3S |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
WELLS FARGO + CO.DL 1,666 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
8/7/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.20 |
| Parity: |
0.05 |
| Time value: |
0.53 |
| Break-even: |
59.80 |
| Moneyness: |
1.01 |
| Premium: |
0.10 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
0.58 |
| Theta: |
-0.04 |
| Omega: |
5.40 |
| Rho: |
0.05 |
Quote data
| Open: |
0.550 |
| High: |
0.560 |
| Low: |
0.540 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.29% |
| 1 Month |
|
|
-3.45% |
| 3 Months |
|
|
-8.20% |
| YTD |
|
|
+115.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.580 |
| 1M High / 1M Low: |
0.730 |
0.460 |
| 6M High / 6M Low: |
0.890 |
0.130 |
| High (YTD): |
5/15/2024 |
0.890 |
| Low (YTD): |
1/18/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.650 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.571 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.533 |
| Avg. volume 6M: |
|
11.811 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.47% |
| Volatility 6M: |
|
171.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
