Soc. Generale Call 11 TEG 20.09.2024
/ DE000SW1ZD14
Soc. Generale Call 11 TEG 20.09.2.../ DE000SW1ZD14 /
| 2024-06-07 4:32:57 PM |
Chg.-0.320 |
Bid5:08:32 PM |
Ask5:08:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.190EUR |
-9.12% |
3.220
Bid Size: 2,000 |
3.280
Ask Size: 2,000 |
TAG IMMOBILIEN AG |
11.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZD1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.27 |
| Intrinsic value: |
3.03 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.37 |
| Parity: |
3.03 |
| Time value: |
0.63 |
| Break-even: |
14.66 |
| Moneyness: |
1.28 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.06 |
| Spread %: |
1.67% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
3.16 |
| Rho: |
0.02 |
Quote data
| Open: |
3.340 |
| High: |
3.420 |
| Low: |
3.170 |
| Previous Close: |
3.510 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.02% |
| 1 Month |
|
|
-9.63% |
| 3 Months |
|
|
+47.00% |
| YTD |
|
|
-11.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.050 |
3.510 |
| 1M High / 1M Low: |
4.290 |
3.420 |
| 6M High / 6M Low: |
4.290 |
1.810 |
| High (YTD): |
2024-05-16 |
4.290 |
| Low (YTD): |
2024-03-05 |
1.810 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.840 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.806 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.853 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.31% |
| Volatility 6M: |
|
110.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
