Soc. Generale Call 680 AEX 20.12.2024
/ DE000SW3U7D2
Soc. Generale Call 680 AEX 20.12..../ DE000SW3U7D2 /
| 10/4/2024 9:23:49 AM |
Chg.-0.17 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.72EUR |
-1.43% |
-
Bid Size: - |
-
Ask Size: - |
- |
680.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
SW3U7D |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
680.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
9/22/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
20:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
3.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.82 |
| Intrinsic value: |
11.59 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.11 |
| Parity: |
11.59 |
| Time value: |
0.37 |
| Break-even: |
919.20 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.08% |
| Delta: |
0.96 |
| Theta: |
-0.15 |
| Omega: |
3.66 |
| Rho: |
1.33 |
Quote data
| Open: |
11.72 |
| High: |
11.72 |
| Low: |
11.72 |
| Previous Close: |
11.89 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.68% |
| 1 Month |
|
|
+9.43% |
| 3 Months |
|
|
-11.14% |
| YTD |
|
|
+86.62% |
| 1 Year |
|
|
+162.78% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.10 |
11.72 |
| 1M High / 1M Low: |
12.10 |
10.62 |
| 6M High / 6M Low: |
13.48 |
9.19 |
| High (YTD): |
7/15/2024 |
13.48 |
| Low (YTD): |
1/17/2024 |
5.51 |
| 52W High: |
7/15/2024 |
13.48 |
| 52W Low: |
10/27/2023 |
3.69 |
| Avg. price 1W: |
|
11.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
9.24 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
37.66% |
| Volatility 6M: |
|
50.89% |
| Volatility 1Y: |
|
51.27% |
| Volatility 3Y: |
|
- |
