Soc. Generale Call 55 NDA 20.09.2024
/ DE000SW7C6W2
Soc. Generale Call 55 NDA 20.09.2.../ DE000SW7C6W2 /
2024-07-05 9:49:53 PM |
Chg.+0.120 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.410EUR |
+5.24% |
2.400 Bid Size: 1,300 |
2.490 Ask Size: 1,300 |
AURUBIS AG |
55.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
SW7C6W |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-07 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.43 |
Intrinsic value: |
2.39 |
Implied volatility: |
0.48 |
Historic volatility: |
0.33 |
Parity: |
2.39 |
Time value: |
0.07 |
Break-even: |
79.60 |
Moneyness: |
1.43 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.04 |
Spread %: |
1.65% |
Delta: |
0.96 |
Theta: |
-0.01 |
Omega: |
3.09 |
Rho: |
0.11 |
Quote data
Open: |
2.410 |
High: |
2.450 |
Low: |
2.380 |
Previous Close: |
2.290 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+24.23% |
1 Month |
|
|
+18.72% |
3 Months |
|
|
+53.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.410 |
2.160 |
1M High / 1M Low: |
2.410 |
1.740 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.284 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.040 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
117.53% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |