Soc. Generale Call 550 NOV 20.09.2024
/ DE000SW3XGP2
Soc. Generale Call 550 NOV 20.09..../ DE000SW3XGP2 /
05/08/2024 21:43:23 |
Chg.-0.250 |
Bid21:59:38 |
Ask21:59:38 |
Underlying |
Strike price |
Expiration date |
Option type |
4.010EUR |
-5.87% |
3.990 Bid Size: 2,000 |
4.220 Ask Size: 2,000 |
NOVO-NORDISK AS B D... |
550.00 DKK |
20/09/2024 |
Call |
Master data
WKN: |
SW3XGP |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
NOVO-NORDISK AS B DK 0,1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
550.00 DKK |
Maturity: |
20/09/2024 |
Issue date: |
25/09/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.36 |
Intrinsic value: |
4.33 |
Implied volatility: |
0.65 |
Historic volatility: |
0.34 |
Parity: |
4.33 |
Time value: |
0.05 |
Break-even: |
117.51 |
Moneyness: |
1.59 |
Premium: |
0.00 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
0.46% |
Delta: |
0.98 |
Theta: |
-0.02 |
Omega: |
2.63 |
Rho: |
0.09 |
Quote data
Open: |
4.030 |
High: |
4.150 |
Low: |
3.820 |
Previous Close: |
4.260 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-8.66% |
1 Month |
|
|
-29.40% |
3 Months |
|
|
-1.23% |
YTD |
|
|
+65.02% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.870 |
4.260 |
1M High / 1M Low: |
5.780 |
4.260 |
6M High / 6M Low: |
6.240 |
3.630 |
High (YTD): |
25/06/2024 |
6.240 |
Low (YTD): |
02/01/2024 |
2.370 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.584 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.006 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.776 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
75.41% |
Volatility 6M: |
|
68.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |