Soc. Generale Call 60 EVD 20.09.2024
/ DE000SW251K1
Soc. Generale Call 60 EVD 20.09.2.../ DE000SW251K1 /
| 2024-07-04 6:09:54 PM |
Chg.-0.13 |
Bid8:28:30 PM |
Ask8:28:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.76EUR |
-6.88% |
1.76
Bid Size: 2,000 |
1.83
Ask Size: 2,000 |
CTS EVENTIM KGAA |
60.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
SW251K |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CTS EVENTIM KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.79 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.26 |
| Parity: |
1.79 |
| Time value: |
0.17 |
| Break-even: |
79.60 |
| Moneyness: |
1.30 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
2.08% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
3.51 |
| Rho: |
0.11 |
Quote data
| Open: |
1.90 |
| High: |
1.90 |
| Low: |
1.76 |
| Previous Close: |
1.89 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.15% |
| 1 Month |
|
|
-8.81% |
| 3 Months |
|
|
-30.71% |
| YTD |
|
|
+76.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.05 |
1.74 |
| 1M High / 1M Low: |
2.38 |
1.74 |
| 6M High / 6M Low: |
2.62 |
0.72 |
| High (YTD): |
2024-04-08 |
2.62 |
| Low (YTD): |
2024-01-23 |
0.72 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.00% |
| Volatility 6M: |
|
106.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
