Soc. Generale Call 60 NET 20.09.2024
/ DE000SW2EP06
Soc. Generale Call 60 NET 20.09.2.../ DE000SW2EP06 /
| 7/10/2024 8:48:51 AM |
Chg.-0.22 |
Bid7:36:37 PM |
Ask7:36:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.21EUR |
-9.05% |
2.15
Bid Size: 35,000 |
-
Ask Size: - |
Cloudflare Inc |
60.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SW2EP0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cloudflare Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
8/17/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
2.09 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.48 |
| Parity: |
2.09 |
| Time value: |
0.16 |
| Break-even: |
77.98 |
| Moneyness: |
1.38 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
3.05 |
| Rho: |
0.09 |
Quote data
| Open: |
2.21 |
| High: |
2.21 |
| Low: |
2.21 |
| Previous Close: |
2.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.16% |
| 1 Month |
|
|
+62.50% |
| 3 Months |
|
|
-39.45% |
| YTD |
|
|
-24.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.55 |
2.38 |
| 1M High / 1M Low: |
2.55 |
1.36 |
| 6M High / 6M Low: |
4.97 |
1.10 |
| High (YTD): |
2/9/2024 |
4.97 |
| Low (YTD): |
6/4/2024 |
1.10 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.02 |
| Avg. volume 1M: |
|
40.91 |
| Avg. price 6M: |
|
2.77 |
| Avg. volume 6M: |
|
42.32 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.06% |
| Volatility 6M: |
|
135.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
