Soc. Generale Call 55 EVD 20.09.2024
/ DE000SW251J3
Soc. Generale Call 55 EVD 20.09.2.../ DE000SW251J3 /
| 25/07/2024 18:11:29 |
Chg.-0.19 |
Bid18:38:46 |
Ask18:38:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.33EUR |
-7.54% |
2.35
Bid Size: 2,000 |
2.45
Ask Size: 2,000 |
CTS EVENTIM KGAA |
55.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
SW251J |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CTS EVENTIM KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
06/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.53 |
| Intrinsic value: |
2.50 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.27 |
| Parity: |
2.50 |
| Time value: |
0.10 |
| Break-even: |
80.90 |
| Moneyness: |
1.45 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.07 |
| Spread %: |
2.78% |
| Delta: |
0.94 |
| Theta: |
-0.03 |
| Omega: |
2.90 |
| Rho: |
0.08 |
Quote data
| Open: |
2.46 |
| High: |
2.46 |
| Low: |
2.26 |
| Previous Close: |
2.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.51% |
| 1 Month |
|
|
-2.10% |
| 3 Months |
|
|
-15.27% |
| YTD |
|
|
+79.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.52 |
2.37 |
| 1M High / 1M Low: |
2.55 |
2.15 |
| 6M High / 6M Low: |
3.06 |
1.05 |
| High (YTD): |
28/05/2024 |
3.06 |
| Low (YTD): |
23/01/2024 |
0.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.04% |
| Volatility 6M: |
|
91.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
