Soc. Generale Call 7.5 BOY 20.12.2024
/ DE000SW16A95
Soc. Generale Call 7.5 BOY 20.12..../ DE000SW16A95 /
| 29/07/2024 09:34:36 |
Chg.+0.11 |
Bid17:43:43 |
Ask17:43:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.67EUR |
+4.30% |
2.57
Bid Size: 1,200 |
2.64
Ask Size: 1,200 |
BCO BIL.VIZ.ARG.NOM.... |
7.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SW16A9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BCO BIL.VIZ.ARG.NOM.EO-49 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
11/08/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
3.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.65 |
| Intrinsic value: |
2.54 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
2.54 |
| Time value: |
0.13 |
| Break-even: |
10.16 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.38% |
| Delta: |
0.97 |
| Theta: |
0.00 |
| Omega: |
3.67 |
| Rho: |
0.03 |
Quote data
| Open: |
2.67 |
| High: |
2.67 |
| Low: |
2.67 |
| Previous Close: |
2.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.12% |
| 1 Month |
|
|
+33.50% |
| 3 Months |
|
|
-24.36% |
| YTD |
|
|
+128.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.69 |
2.49 |
| 1M High / 1M Low: |
2.69 |
2.11 |
| 6M High / 6M Low: |
3.66 |
1.00 |
| High (YTD): |
04/04/2024 |
3.66 |
| Low (YTD): |
29/01/2024 |
1.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.97% |
| Volatility 6M: |
|
99.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
