Soc. Generale Call 11.5 TEG 20.09.2024
/ DE000SW1ZD22
Soc. Generale Call 11.5 TEG 20.09.../ DE000SW1ZD22 /
| 2024-05-31 9:38:02 PM |
Chg.-0.080 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.310EUR |
-2.36% |
3.380
Bid Size: 900 |
3.500
Ask Size: 900 |
TAG IMMOBILIEN AG |
11.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZD2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.08 |
| Intrinsic value: |
2.76 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.38 |
| Parity: |
2.76 |
| Time value: |
0.72 |
| Break-even: |
14.98 |
| Moneyness: |
1.24 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.05 |
| Spread %: |
1.46% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
3.30 |
| Rho: |
0.02 |
Quote data
| Open: |
3.370 |
| High: |
3.380 |
| Low: |
3.240 |
| Previous Close: |
3.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.75% |
| 1 Month |
|
|
+17.38% |
| 3 Months |
|
|
+85.96% |
| YTD |
|
|
+0.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.390 |
3.140 |
| 1M High / 1M Low: |
3.880 |
3.050 |
| 6M High / 6M Low: |
3.880 |
1.550 |
| High (YTD): |
2024-05-16 |
3.880 |
| Low (YTD): |
2024-03-05 |
1.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.365 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.514 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.47% |
| Volatility 6M: |
|
118.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
