Soc. Generale Call 65 NET 20.09.2024
/ DE000SW2EP14
Soc. Generale Call 65 NET 20.09.2.../ DE000SW2EP14 /
| 2024-06-28 9:40:09 PM |
Chg.+0.090 |
Bid9:59:31 PM |
Ask9:59:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.950EUR |
+4.84% |
1.940
Bid Size: 4,000 |
1.950
Ask Size: 4,000 |
Cloudflare Inc |
65.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW2EP1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cloudflare Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.66 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.49 |
| Parity: |
1.66 |
| Time value: |
0.30 |
| Break-even: |
80.27 |
| Moneyness: |
1.27 |
| Premium: |
0.04 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.51% |
| Delta: |
0.83 |
| Theta: |
-0.04 |
| Omega: |
3.29 |
| Rho: |
0.10 |
Quote data
| Open: |
1.870 |
| High: |
2.020 |
| Low: |
1.870 |
| Previous Close: |
1.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.81% |
| 1 Month |
|
|
+35.42% |
| 3 Months |
|
|
-40.37% |
| YTD |
|
|
-25.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.950 |
1.610 |
| 1M High / 1M Low: |
1.950 |
0.870 |
| 6M High / 6M Low: |
4.460 |
0.870 |
| High (YTD): |
2024-02-09 |
4.460 |
| Low (YTD): |
2024-06-03 |
0.870 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.768 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.375 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.463 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.05% |
| Volatility 6M: |
|
141.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
