Soc. Generale Call 12 TEG 20.09.2024
/ DE000SW1ZD30
Soc. Generale Call 12 TEG 20.09.2.../ DE000SW1ZD30 /
| 2024-06-07 6:09:21 PM |
Chg.-0.25 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.49EUR |
-9.12% |
-
Bid Size: - |
-
Ask Size: - |
TAG IMMOBILIEN AG |
12.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZD3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
2.03 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.37 |
| Parity: |
2.03 |
| Time value: |
0.85 |
| Break-even: |
14.88 |
| Moneyness: |
1.17 |
| Premium: |
0.06 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.06 |
| Spread %: |
2.13% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
3.69 |
| Rho: |
0.02 |
Quote data
| Open: |
2.59 |
| High: |
2.67 |
| Low: |
2.42 |
| Previous Close: |
2.74 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.14% |
| 1 Month |
|
|
-11.70% |
| 3 Months |
|
|
+53.70% |
| YTD |
|
|
-16.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.20 |
2.74 |
| 1M High / 1M Low: |
3.51 |
2.67 |
| 6M High / 6M Low: |
3.51 |
1.35 |
| High (YTD): |
2024-05-22 |
3.51 |
| Low (YTD): |
2024-03-05 |
1.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.25% |
| Volatility 6M: |
|
131.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
