Soc. Generale Call 75 BNR 20.12.2024
/ DE000SW7M920
Soc. Generale Call 75 BNR 20.12.2.../ DE000SW7M920 /
| 2024-07-30 2:42:14 PM |
Chg.-0.003 |
Bid2:42:14 PM |
Ask2:42:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-3.23% |
0.090
Bid Size: 40,000 |
0.100
Ask Size: 65,000 |
BRENNTAG SE NA O.N. |
75.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SW7M92 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
59.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-0.93 |
| Time value: |
0.11 |
| Break-even: |
76.10 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.02 |
| Spread %: |
18.28% |
| Delta: |
0.22 |
| Theta: |
-0.01 |
| Omega: |
13.22 |
| Rho: |
0.05 |
Quote data
| Open: |
0.087 |
| High: |
0.093 |
| Low: |
0.087 |
| Previous Close: |
0.093 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
+13.92% |
| 3 Months |
|
|
-85.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.093 |
0.080 |
| 1M High / 1M Low: |
0.093 |
0.064 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.085 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.081 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
