Soc. Generale Call 890 AEX 21.06.2024
/ DE000SW9Q869
Soc. Generale Call 890 AEX 21.06..../ DE000SW9Q869 /
| 2024-05-28 8:11:44 AM |
Chg.+0.06 |
Bid3:21:39 PM |
Ask3:21:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
+4.08% |
1.43
Bid Size: 30,000 |
1.44
Ask Size: 30,000 |
- |
890.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SW9Q86 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
890.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2024-06-21 |
| Ratio: |
20:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
28.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.11 |
| Parity: |
1.30 |
| Time value: |
0.30 |
| Break-even: |
922.00 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.63% |
| Delta: |
0.81 |
| Theta: |
-0.27 |
| Omega: |
23.05 |
| Rho: |
0.46 |
Quote data
| Open: |
1.53 |
| High: |
1.53 |
| Low: |
1.53 |
| Previous Close: |
1.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.99% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.54 |
1.21 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
