Soc. Generale Call 75 NDA 20.09.2024
/ DE000SW13LC7
Soc. Generale Call 75 NDA 20.09.2.../ DE000SW13LC7 /
| 2024-07-26 9:46:09 PM |
Chg.0.000 |
Bid2024-07-26 |
Ask2024-07-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
0.00% |
0.250
Bid Size: 10,000 |
0.270
Ask Size: 10,000 |
AURUBIS AG |
75.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW13LC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.32 |
| Parity: |
-0.37 |
| Time value: |
0.27 |
| Break-even: |
77.70 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
0.40 |
| Theta: |
-0.04 |
| Omega: |
10.68 |
| Rho: |
0.04 |
Quote data
| Open: |
0.260 |
| High: |
0.290 |
| Low: |
0.250 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.86% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-64.79% |
| YTD |
|
|
-72.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.240 |
| 1M High / 1M Low: |
0.810 |
0.240 |
| 6M High / 6M Low: |
0.990 |
0.120 |
| High (YTD): |
2024-05-20 |
0.990 |
| Low (YTD): |
2024-03-05 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.560 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.488 |
| Avg. volume 6M: |
|
7.874 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.84% |
| Volatility 6M: |
|
217.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
