Soc. Generale Call 60 EVD 20.09.2024
/ DE000SW251K1
Soc. Generale Call 60 EVD 20.09.2.../ DE000SW251K1 /
25/07/2024 08:24:24 |
Chg.-0.06 |
Bid09:48:57 |
Ask09:48:57 |
Underlying |
Strike price |
Expiration date |
Option type |
1.99EUR |
-2.93% |
1.86 Bid Size: 7,000 |
1.92 Ask Size: 7,000 |
CTS EVENTIM KGAA |
60.00 - |
20/09/2024 |
Call |
Master data
WKN: |
SW251K |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CTS EVENTIM KGAA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 - |
Maturity: |
20/09/2024 |
Issue date: |
06/09/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.03 |
Intrinsic value: |
2.00 |
Implied volatility: |
0.59 |
Historic volatility: |
0.27 |
Parity: |
2.00 |
Time value: |
0.12 |
Break-even: |
81.10 |
Moneyness: |
1.33 |
Premium: |
0.01 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.06 |
Spread %: |
2.93% |
Delta: |
0.91 |
Theta: |
-0.03 |
Omega: |
3.46 |
Rho: |
0.08 |
Quote data
Open: |
1.99 |
High: |
1.99 |
Low: |
1.99 |
Previous Close: |
2.05 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.11% |
1 Month |
|
|
+2.58% |
3 Months |
|
|
-13.85% |
YTD |
|
|
+99.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.05 |
1.91 |
1M High / 1M Low: |
2.08 |
1.71 |
6M High / 6M Low: |
2.62 |
0.79 |
High (YTD): |
08/04/2024 |
2.62 |
Low (YTD): |
23/01/2024 |
0.72 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.96 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.89 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.93 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.34% |
Volatility 6M: |
|
106.21% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |