Soc. Generale Call 85 GILD 20.09.2024
/ DE000SW1YW53
Soc. Generale Call 85 GILD 20.09..../ DE000SW1YW53 /
9/3/2024 9:37:37 AM |
Chg.+0.001 |
Bid1:14:39 PM |
Ask1:14:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.009EUR |
+12.50% |
0.011 Bid Size: 10,000 |
0.023 Ask Size: 10,000 |
Gilead Sciences Inc |
85.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
SW1YW5 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Gilead Sciences Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
8/7/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
274.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.21 |
Parity: |
-0.54 |
Time value: |
0.03 |
Break-even: |
77.06 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
4.18 |
Spread abs.: |
0.01 |
Spread %: |
62.50% |
Delta: |
0.12 |
Theta: |
-0.03 |
Omega: |
34.20 |
Rho: |
0.00 |
Quote data
Open: |
0.009 |
High: |
0.009 |
Low: |
0.009 |
Previous Close: |
0.008 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.00% |
1 Month |
|
|
-87.84% |
3 Months |
|
|
-35.71% |
YTD |
|
|
-98.20% |
1 Year |
|
|
-98.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.016 |
0.003 |
1M High / 1M Low: |
0.078 |
0.003 |
6M High / 6M Low: |
0.200 |
0.003 |
High (YTD): |
1/19/2024 |
0.820 |
Low (YTD): |
8/28/2024 |
0.003 |
52W High: |
1/19/2024 |
0.820 |
52W Low: |
8/28/2024 |
0.003 |
Avg. price 1W: |
|
0.010 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.022 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.054 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.237 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
1,558.31% |
Volatility 6M: |
|
888.66% |
Volatility 1Y: |
|
639.39% |
Volatility 3Y: |
|
- |