Soc. Generale Call 550 NOV 20.09.2024
/ DE000SW3XGP2
Soc. Generale Call 550 NOV 20.09..../ DE000SW3XGP2 /
| 2024-07-10 9:34:36 AM |
Chg.-0.18 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.57EUR |
-3.13% |
-
Bid Size: - |
-
Ask Size: - |
NOVO-NORDISK AS B D... |
550.00 DKK |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.61 |
| Intrinsic value: |
5.56 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.33 |
| Parity: |
5.56 |
| Time value: |
0.13 |
| Break-even: |
130.63 |
| Moneyness: |
1.75 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.35% |
| Delta: |
0.96 |
| Theta: |
-0.03 |
| Omega: |
2.19 |
| Rho: |
0.13 |
Quote data
| Open: |
5.57 |
| High: |
5.57 |
| Low: |
5.57 |
| Previous Close: |
5.75 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.11% |
| 1 Month |
|
|
-5.59% |
| 3 Months |
|
|
+29.23% |
| YTD |
|
|
+129.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.87 |
5.55 |
| 1M High / 1M Low: |
6.25 |
5.55 |
| 6M High / 6M Low: |
6.25 |
2.64 |
| High (YTD): |
2024-06-26 |
6.25 |
| Low (YTD): |
2024-01-02 |
2.37 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.54 |
| Avg. volume 6M: |
|
50.39 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
39.30% |
| Volatility 6M: |
|
60.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
