Soc. Generale Call 65 NDA 20.09.2024
/ DE000SW31GT3
Soc. Generale Call 65 NDA 20.09.2.../ DE000SW31GT3 /
| 7/26/2024 6:14:33 PM |
Chg.+0.020 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+2.44% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
65.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW31GT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
9/27/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.32 |
| Parity: |
0.64 |
| Time value: |
0.20 |
| Break-even: |
73.30 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
2.47% |
| Delta: |
0.77 |
| Theta: |
-0.03 |
| Omega: |
6.59 |
| Rho: |
0.07 |
Quote data
| Open: |
0.830 |
| High: |
0.880 |
| Low: |
0.810 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.94% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-34.88% |
| YTD |
|
|
-44.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.780 |
| 1M High / 1M Low: |
1.580 |
0.780 |
| 6M High / 6M Low: |
1.730 |
0.320 |
| High (YTD): |
5/20/2024 |
1.730 |
| Low (YTD): |
3/5/2024 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.838 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.245 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.998 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.66% |
| Volatility 6M: |
|
156.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
