Soc. Generale Call 95 SNW 20.09.2024
/ DE000SW1ZUT4
Soc. Generale Call 95 SNW 20.09.2.../ DE000SW1ZUT4 /
16/08/2024 08:14:41 |
Chg.+0.050 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
+11.63% |
- Bid Size: - |
- Ask Size: - |
SANOFI SA INHABER ... |
95.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
SW1ZUT |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
SANOFI SA INHABER EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
08/08/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
19.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.36 |
Implied volatility: |
0.23 |
Historic volatility: |
0.25 |
Parity: |
0.36 |
Time value: |
0.15 |
Break-even: |
100.10 |
Moneyness: |
1.04 |
Premium: |
0.02 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.01 |
Spread %: |
2.00% |
Delta: |
0.73 |
Theta: |
-0.04 |
Omega: |
14.05 |
Rho: |
0.06 |
Quote data
Open: |
0.480 |
High: |
0.480 |
Low: |
0.480 |
Previous Close: |
0.430 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+41.18% |
1 Month |
|
|
+84.62% |
3 Months |
|
|
+84.62% |
YTD |
|
|
+26.32% |
1 Year |
|
|
-56.76% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.340 |
1M High / 1M Low: |
0.530 |
0.260 |
6M High / 6M Low: |
0.530 |
0.130 |
High (YTD): |
12/01/2024 |
0.690 |
Low (YTD): |
19/04/2024 |
0.130 |
52W High: |
13/10/2023 |
1.440 |
52W Low: |
19/04/2024 |
0.130 |
Avg. price 1W: |
|
0.408 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.368 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.263 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.499 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
351.54% |
Volatility 6M: |
|
263.13% |
Volatility 1Y: |
|
217.97% |
Volatility 3Y: |
|
- |