Soc. Generale Call 55 EVD 20.09.2024
/ DE000SW251J3
Soc. Generale Call 55 EVD 20.09.2.../ DE000SW251J3 /
| 7/4/2024 6:09:54 PM |
Chg.-0.13 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.20EUR |
-5.58% |
-
Bid Size: - |
-
Ask Size: - |
CTS EVENTIM KGAA |
55.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
SW251J |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CTS EVENTIM KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
9/6/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.33 |
| Intrinsic value: |
2.29 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.26 |
| Parity: |
2.29 |
| Time value: |
0.14 |
| Break-even: |
79.30 |
| Moneyness: |
1.42 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
2.10% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
2.94 |
| Rho: |
0.10 |
Quote data
| Open: |
2.35 |
| High: |
2.35 |
| Low: |
2.20 |
| Previous Close: |
2.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.00% |
| 1 Month |
|
|
-7.17% |
| 3 Months |
|
|
-25.93% |
| YTD |
|
|
+69.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.50 |
2.18 |
| 1M High / 1M Low: |
2.84 |
2.18 |
| 6M High / 6M Low: |
3.06 |
0.98 |
| High (YTD): |
5/28/2024 |
3.06 |
| Low (YTD): |
1/23/2024 |
0.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.92% |
| Volatility 6M: |
|
92.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
