Soc. Generale Call 60 EVD 20.12.2024
/ DE000SW251S4
Soc. Generale Call 60 EVD 20.12.2.../ DE000SW251S4 /
| 2024-06-26 9:50:15 PM |
Chg.+0.030 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.120EUR |
+1.44% |
2.120
Bid Size: 1,500 |
2.170
Ask Size: 1,500 |
CTS EVENTIM KGAA |
60.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
SW251S |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CTS EVENTIM KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.26 |
| Parity: |
1.80 |
| Time value: |
0.33 |
| Break-even: |
81.20 |
| Moneyness: |
1.30 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.95% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
3.13 |
| Rho: |
0.22 |
Quote data
| Open: |
2.170 |
| High: |
2.170 |
| Low: |
2.060 |
| Previous Close: |
2.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.93% |
| 1 Month |
|
|
-15.20% |
| 3 Months |
|
|
+2.42% |
| YTD |
|
|
+84.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.370 |
2.090 |
| 1M High / 1M Low: |
2.680 |
2.080 |
| 6M High / 6M Low: |
2.770 |
0.880 |
| High (YTD): |
2024-04-08 |
2.770 |
| Low (YTD): |
2024-01-23 |
0.880 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.172 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.268 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.906 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.51% |
| Volatility 6M: |
|
92.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
