Soc. Generale Call 75 WAF 20.09.2024
/ DE000SW2BJM1
Soc. Generale Call 75 WAF 20.09.2.../ DE000SW2BJM1 /
8/23/2024 6:14:13 PM |
Chg.-0.020 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
-7.14% |
- Bid Size: - |
- Ask Size: - |
SILTRONIC AG NA O.N. |
75.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
SW2BJM |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
SILTRONIC AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
8/16/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
25.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.31 |
Parity: |
-0.07 |
Time value: |
0.29 |
Break-even: |
77.90 |
Moneyness: |
0.99 |
Premium: |
0.05 |
Premium p.a.: |
0.88 |
Spread abs.: |
0.03 |
Spread %: |
11.54% |
Delta: |
0.50 |
Theta: |
-0.06 |
Omega: |
12.77 |
Rho: |
0.03 |
Quote data
Open: |
0.280 |
High: |
0.280 |
Low: |
0.250 |
Previous Close: |
0.280 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-31.58% |
1 Month |
|
|
-55.17% |
3 Months |
|
|
-66.23% |
YTD |
|
|
-86.32% |
1 Year |
|
|
-79.85% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.360 |
0.260 |
1M High / 1M Low: |
0.580 |
0.260 |
6M High / 6M Low: |
1.920 |
0.260 |
High (YTD): |
1/8/2024 |
2.240 |
Low (YTD): |
8/23/2024 |
0.260 |
52W High: |
11/29/2023 |
2.340 |
52W Low: |
8/23/2024 |
0.260 |
Avg. price 1W: |
|
0.306 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.379 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.850 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.281 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
253.73% |
Volatility 6M: |
|
206.50% |
Volatility 1Y: |
|
165.00% |
Volatility 3Y: |
|
- |