Soc. Generale Call 85 NDA 20.09.2024
/ DE000SW1ZJG4
Soc. Generale Call 85 NDA 20.09.2.../ DE000SW1ZJG4 /
| 2024-07-29 8:49:34 AM |
Chg.+0.006 |
Bid9:03:51 AM |
Ask9:03:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.048EUR |
+14.29% |
0.053
Bid Size: 15,000 |
0.063
Ask Size: 15,000 |
AURUBIS AG |
85.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZJG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
132.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.32 |
| Parity: |
-1.37 |
| Time value: |
0.05 |
| Break-even: |
85.54 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
2.33 |
| Spread abs.: |
0.01 |
| Spread %: |
22.73% |
| Delta: |
0.12 |
| Theta: |
-0.02 |
| Omega: |
15.81 |
| Rho: |
0.01 |
Quote data
| Open: |
0.046 |
| High: |
0.048 |
| Low: |
0.046 |
| Previous Close: |
0.042 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.31% |
| 1 Month |
|
|
-70.00% |
| 3 Months |
|
|
-87.03% |
| YTD |
|
|
-90.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.061 |
0.040 |
| 1M High / 1M Low: |
0.290 |
0.040 |
| 6M High / 6M Low: |
0.490 |
0.030 |
| High (YTD): |
2024-05-20 |
0.490 |
| Low (YTD): |
2024-03-05 |
0.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.047 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.180 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.193 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
282.43% |
| Volatility 6M: |
|
324.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
