Soc. Generale Call 750 AVS 20.09.2024
/ DE000SW82290
Soc. Generale Call 750 AVS 20.09..../ DE000SW82290 /
| 10/07/2024 08:21:21 |
Chg.-0.020 |
Bid14:25:14 |
Ask14:25:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-2.15% |
0.910
Bid Size: 40,000 |
0.920
Ask Size: 40,000 |
ASM INTL N.V. E... |
750.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
SW8229 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
750.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
16/04/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
50:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
15.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.37 |
| Parity: |
-0.51 |
| Time value: |
0.95 |
| Break-even: |
797.50 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.01 |
| Spread %: |
1.06% |
| Delta: |
0.48 |
| Theta: |
-0.42 |
| Omega: |
7.37 |
| Rho: |
0.60 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.65% |
| 1 Month |
|
|
+30.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.820 |
| 1M High / 1M Low: |
1.150 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.902 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.839 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
292.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
