Soc. Generale Call 11.5 TEG 20.09.2024
/ DE000SW1ZD22
Soc. Generale Call 11.5 TEG 20.09.../ DE000SW1ZD22 /
| 2024-05-31 6:14:41 PM |
Chg.-0.13 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.28EUR |
-3.81% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.39 |
| High: |
3.39 |
| Low: |
3.24 |
| Previous Close: |
3.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.86% |
| 1 Month |
|
|
+15.90% |
| 3 Months |
|
|
+85.31% |
| YTD |
|
|
-0.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.49 |
3.15 |
| 1M High / 1M Low: |
3.91 |
3.02 |
| 6M High / 6M Low: |
3.91 |
1.58 |
| High (YTD): |
2024-05-22 |
3.91 |
| Low (YTD): |
2024-03-05 |
1.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.61% |
| Volatility 6M: |
|
121.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
