Soc. Generale Call 70 EVD 20.12.2024
/ DE000SW251T2
Soc. Generale Call 70 EVD 20.12.2.../ DE000SW251T2 /
| 7/5/2024 9:45:55 PM |
Chg.+0.030 |
Bid7/5/2024 |
Ask7/5/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
+2.52% |
1.220
Bid Size: 3,000 |
1.260
Ask Size: 3,000 |
CTS EVENTIM KGAA |
70.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
SW251T |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CTS EVENTIM KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
9/6/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.26 |
| Parity: |
0.67 |
| Time value: |
0.59 |
| Break-even: |
82.50 |
| Moneyness: |
1.10 |
| Premium: |
0.08 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
1.63% |
| Delta: |
0.70 |
| Theta: |
-0.03 |
| Omega: |
4.30 |
| Rho: |
0.19 |
Quote data
| Open: |
1.200 |
| High: |
1.280 |
| Low: |
1.200 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.43% |
| 1 Month |
|
|
-19.21% |
| 3 Months |
|
|
-37.11% |
| YTD |
|
|
+76.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.310 |
1.190 |
| 1M High / 1M Low: |
1.700 |
1.190 |
| 6M High / 6M Low: |
1.980 |
0.480 |
| High (YTD): |
4/8/2024 |
1.980 |
| Low (YTD): |
1/23/2024 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.394 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.288 |
| Avg. volume 6M: |
|
7.874 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.71% |
| Volatility 6M: |
|
121.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
