Soc. Generale Call 65 NET 20.09.2024
/ DE000SW2EP14
Soc. Generale Call 65 NET 20.09.2.../ DE000SW2EP14 /
| 7/17/2024 9:47:11 AM |
Chg.-0.130 |
Bid10:15:03 AM |
Ask10:15:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.810EUR |
-6.70% |
1.790
Bid Size: 5,000 |
1.840
Ask Size: 5,000 |
Cloudflare Inc |
65.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SW2EP1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cloudflare Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 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: |
3.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.47 |
| Parity: |
1.74 |
| Time value: |
0.21 |
| Break-even: |
79.12 |
| Moneyness: |
1.29 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.52% |
| Delta: |
0.86 |
| Theta: |
-0.04 |
| Omega: |
3.40 |
| Rho: |
0.08 |
Quote data
| Open: |
1.830 |
| High: |
1.830 |
| Low: |
1.810 |
| Previous Close: |
1.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.56% |
| 1 Month |
|
|
+15.29% |
| 3 Months |
|
|
-33.21% |
| YTD |
|
|
-30.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.940 |
1.800 |
| 1M High / 1M Low: |
2.220 |
1.550 |
| 6M High / 6M Low: |
4.460 |
0.870 |
| High (YTD): |
2/9/2024 |
4.460 |
| Low (YTD): |
6/3/2024 |
0.870 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.856 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.842 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.438 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.02% |
| Volatility 6M: |
|
140.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
