Soc. Generale Call 90 SNW 20.09.2024
/ DE000SW1ZUS6
Soc. Generale Call 90 SNW 20.09.2.../ DE000SW1ZUS6 /
16/08/2024 08:14:41 |
Chg.+0.060 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
+7.41% |
- Bid Size: - |
- Ask Size: - |
SANOFI SA INHABER ... |
90.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
SW1ZUS |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
SANOFI SA INHABER EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
08/08/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.93 |
Intrinsic value: |
0.86 |
Implied volatility: |
0.24 |
Historic volatility: |
0.25 |
Parity: |
0.86 |
Time value: |
0.06 |
Break-even: |
99.20 |
Moneyness: |
1.10 |
Premium: |
0.01 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
1.10% |
Delta: |
0.91 |
Theta: |
-0.03 |
Omega: |
9.71 |
Rho: |
0.07 |
Quote data
Open: |
0.870 |
High: |
0.870 |
Low: |
0.870 |
Previous Close: |
0.810 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+31.82% |
1 Month |
|
|
+77.55% |
3 Months |
|
|
+81.25% |
YTD |
|
|
+47.46% |
1 Year |
|
|
-38.73% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.870 |
0.670 |
1M High / 1M Low: |
0.880 |
0.490 |
6M High / 6M Low: |
0.880 |
0.230 |
High (YTD): |
12/01/2024 |
0.980 |
Low (YTD): |
19/04/2024 |
0.230 |
52W High: |
12/10/2023 |
1.800 |
52W Low: |
19/04/2024 |
0.230 |
Avg. price 1W: |
|
0.772 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.676 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.472 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.729 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
274.82% |
Volatility 6M: |
|
216.53% |
Volatility 1Y: |
|
185.39% |
Volatility 3Y: |
|
- |