Soc. Generale Call 55 NDA 20.09.2024
/ DE000SW7C6W2
Soc. Generale Call 55 NDA 20.09.2.../ DE000SW7C6W2 /
| 2024-07-26 9:41:21 PM |
Chg.-0.020 |
Bid9:58:51 PM |
Ask9:58:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.600EUR |
-1.23% |
1.610
Bid Size: 1,900 |
1.710
Ask Size: 1,900 |
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: |
4.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.64 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.32 |
| Parity: |
1.64 |
| Time value: |
0.06 |
| Break-even: |
71.90 |
| Moneyness: |
1.30 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
3.05% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
4.02 |
| Rho: |
0.08 |
Quote data
| Open: |
1.640 |
| High: |
1.740 |
| Low: |
1.600 |
| Previous Close: |
1.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.53% |
| 1 Month |
|
|
-17.53% |
| 3 Months |
|
|
-23.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.700 |
1.590 |
| 1M High / 1M Low: |
2.490 |
1.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.630 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
