Soc. Generale Call 60 EVD 20.12.2024
/ DE000SW251S4
Soc. Generale Call 60 EVD 20.12.2.../ DE000SW251S4 /
| 12/07/2024 16:40:03 |
Chg.+0.240 |
Bid16:53:33 |
Ask16:53:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.220EUR |
+12.12% |
2.220
Bid Size: 7,000 |
2.260
Ask Size: 7,000 |
CTS EVENTIM KGAA |
60.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
SW251S |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CTS EVENTIM KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
06/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
1.73 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.26 |
| Parity: |
1.73 |
| Time value: |
0.29 |
| Break-even: |
80.10 |
| Moneyness: |
1.29 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
1.52% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
3.29 |
| Rho: |
0.20 |
Quote data
| Open: |
1.970 |
| High: |
2.220 |
| Low: |
1.970 |
| Previous Close: |
1.980 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.69% |
| 1 Month |
|
|
-3.90% |
| 3 Months |
|
|
-7.50% |
| YTD |
|
|
+93.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.980 |
1.890 |
| 1M High / 1M Low: |
2.370 |
1.890 |
| 6M High / 6M Low: |
2.770 |
0.880 |
| High (YTD): |
08/04/2024 |
2.770 |
| Low (YTD): |
23/01/2024 |
0.880 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.930 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.092 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.988 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.95% |
| Volatility 6M: |
|
91.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
