Soc. Generale Call 11.5 TEG 20.09.2024
/ DE000SW1ZD22
Soc. Generale Call 11.5 TEG 20.09.../ DE000SW1ZD22 /
| 2024-06-07 6:09:21 PM |
Chg.-0.26 |
Bid9:52:53 PM |
Ask9:52:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.85EUR |
-8.36% |
2.65
Bid Size: 1,200 |
2.77
Ask Size: 1,200 |
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: |
4.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.84 |
| Intrinsic value: |
2.53 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.37 |
| Parity: |
2.53 |
| Time value: |
0.73 |
| Break-even: |
14.76 |
| Moneyness: |
1.22 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.06 |
| Spread %: |
1.88% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
3.41 |
| Rho: |
0.02 |
Quote data
| Open: |
2.95 |
| High: |
3.03 |
| Low: |
2.78 |
| Previous Close: |
3.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.11% |
| 1 Month |
|
|
-10.66% |
| 3 Months |
|
|
+51.60% |
| YTD |
|
|
-13.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.61 |
3.11 |
| 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: |
|
3.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.39% |
| Volatility 6M: |
|
122.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
