Soc. Generale Call 12.5 TEG 20.09.2024
/ DE000SW1ZD48
Soc. Generale Call 12.5 TEG 20.09.../ DE000SW1ZD48 /
| 2024-06-07 9:49:10 PM |
Chg.-0.430 |
Bid9:59:07 PM |
Ask9:59:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.970EUR |
-17.92% |
1.970
Bid Size: 1,600 |
2.070
Ask Size: 1,600 |
TAG IMMOBILIEN AG |
12.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZD4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.37 |
| Parity: |
1.53 |
| Time value: |
0.99 |
| Break-even: |
15.02 |
| Moneyness: |
1.12 |
| Premium: |
0.07 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.06 |
| Spread %: |
2.44% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
3.99 |
| Rho: |
0.02 |
Quote data
| Open: |
2.240 |
| High: |
2.330 |
| Low: |
1.970 |
| Previous Close: |
2.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.52% |
| 1 Month |
|
|
-18.60% |
| 3 Months |
|
|
+41.73% |
| YTD |
|
|
-26.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.830 |
2.400 |
| 1M High / 1M Low: |
3.110 |
2.330 |
| 6M High / 6M Low: |
3.110 |
1.140 |
| High (YTD): |
2024-05-16 |
3.110 |
| Low (YTD): |
2024-03-05 |
1.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.663 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.939 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.93% |
| Volatility 6M: |
|
132.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
