Soc. Generale Call 80 WAF 20.09.2024
/ DE000SW1ZCA2
Soc. Generale Call 80 WAF 20.09.2.../ DE000SW1ZCA2 /
23/08/2024 21:45:10 |
Chg.+0.002 |
Bid21:59:41 |
Ask21:59:41 |
Underlying |
Strike price |
Expiration date |
Option type |
0.083EUR |
+2.47% |
0.084 Bid Size: 10,000 |
0.097 Ask Size: 10,000 |
SILTRONIC AG NA O.N. |
80.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
SW1ZCA |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
SILTRONIC AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
08/08/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
77.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.31 |
Parity: |
-0.57 |
Time value: |
0.10 |
Break-even: |
80.96 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
2.16 |
Spread abs.: |
0.01 |
Spread %: |
15.66% |
Delta: |
0.24 |
Theta: |
-0.04 |
Omega: |
18.76 |
Rho: |
0.01 |
Quote data
Open: |
0.084 |
High: |
0.099 |
Low: |
0.077 |
Previous Close: |
0.081 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-48.13% |
1 Month |
|
|
-74.85% |
3 Months |
|
|
-84.04% |
YTD |
|
|
-94.78% |
1 Year |
|
|
-92.45% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.081 |
1M High / 1M Low: |
0.330 |
0.081 |
6M High / 6M Low: |
1.590 |
0.081 |
High (YTD): |
08/01/2024 |
1.890 |
Low (YTD): |
22/08/2024 |
0.081 |
52W High: |
29/11/2023 |
2.010 |
52W Low: |
22/08/2024 |
0.081 |
Avg. price 1W: |
|
0.109 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.174 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.610 |
Avg. volume 6M: |
|
23.622 |
Avg. price 1Y: |
|
1.026 |
Avg. volume 1Y: |
|
11.765 |
Volatility 1M: |
|
283.04% |
Volatility 6M: |
|
240.54% |
Volatility 1Y: |
|
190.15% |
Volatility 3Y: |
|
- |