Soc. Generale Call 60 EVD 20.09.2024
/ DE000SW251K1
Soc. Generale Call 60 EVD 20.09.2.../ DE000SW251K1 /
| 7/25/2024 8:24:24 AM |
Chg.-0.06 |
Bid7/25/2024 |
Ask7/25/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.99EUR |
-2.93% |
1.99
Bid Size: 2,000 |
2.11
Ask Size: 2,000 |
CTS EVENTIM KGAA |
60.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
SW251K |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CTS EVENTIM KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
9/6/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.27 |
| Parity: |
1.90 |
| Time value: |
0.13 |
| Break-even: |
80.20 |
| Moneyness: |
1.32 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
3.06% |
| Delta: |
0.91 |
| Theta: |
-0.03 |
| Omega: |
3.54 |
| 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): |
4/8/2024 |
2.62 |
| Low (YTD): |
1/23/2024 |
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: |
|
- |
