Soc. Generale Call 5650 S&P 500 I.../ DE000SW87PU4 /
| 2024-06-28 9:19:05 AM | Chg.+0.016 | Bid10:00:44 PM | Ask10:00:44 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.100EUR | +19.05% | - Bid Size: - |
- Ask Size: - |
- | 5,650.00 USD | 2024-07-19 | Call |
Master data
| WKN: | SW87PU |
|---|---|
| Issuer: | Société Générale |
| Currency: | EUR |
| Underlying: | - |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 5,650.00 USD |
| Maturity: | 2024-07-19 |
| Issue date: | 2024-04-18 |
| Last trading day: | 2024-07-18 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | No |
| Gearing: | 517.22 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.11 |
| Historic volatility: | 0.10 |
| Parity: | -1.56 |
| Time value: | 0.10 |
| Break-even: | 5,286.43 |
| Moneyness: | 0.97 |
| Premium: | 0.03 |
| Premium p.a.: | 0.74 |
| Spread abs.: | 0.01 |
| Spread %: | 11.24% |
| Delta: | 0.15 |
| Theta: | -0.80 |
| Omega: | 75.26 |
| Rho: | 0.42 |
Quote data
| Open: | 0.100 |
|---|---|
| High: | 0.100 |
| Low: | 0.100 |
| Previous Close: | 0.084 |
| Turnover: | 0.000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -33.33% | ||
|---|---|---|---|
| 1 Month | +104.08% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.120 | 0.084 |
|---|---|---|
| 1M High / 1M Low: | 0.220 | 0.034 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.096 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.092 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 390.84% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
