Soc. Generale Call 55 NDA 20.09.2024
/ DE000SW7C6W2
Soc. Generale Call 55 NDA 20.09.2.../ DE000SW7C6W2 /
| 05/07/2024 21:49:53 |
Chg.+0.120 |
Bid21:58:07 |
Ask21:58:07 |
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 |
20/09/2024 |
Call |
Master data
| WKN: |
SW7C6W |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
07/03/2024 |
| Last trading day: |
19/09/2024 |
| 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: |
|
- |
