Soc. Generale Call 58 0B2 20.09.2024
/ DE000SW3XH93
Soc. Generale Call 58 0B2 20.09.2.../ DE000SW3XH93 /
| 2024-07-25 9:24:52 AM |
Chg.-0.09 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.95EUR |
-8.65% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
58.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW3XH9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
0.95 |
| Time value: |
0.11 |
| Break-even: |
68.50 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
2.94% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
5.57 |
| Rho: |
0.07 |
Quote data
| Open: |
0.95 |
| High: |
0.95 |
| Low: |
0.95 |
| Previous Close: |
1.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.00% |
| 1 Month |
|
|
+137.50% |
| 3 Months |
|
|
+115.91% |
| YTD |
|
|
+1087.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.06 |
0.98 |
| 1M High / 1M Low: |
1.06 |
0.36 |
| 6M High / 6M Low: |
1.06 |
0.06 |
| High (YTD): |
2024-07-23 |
1.06 |
| Low (YTD): |
2024-01-17 |
0.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.07% |
| Volatility 6M: |
|
204.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
