Soc. Generale Call 13 TEG 20.09.2024
/ DE000SW1ZD55
Soc. Generale Call 13 TEG 20.09.2.../ DE000SW1ZD55 /
| 2024-05-31 9:48:34 PM |
Chg.-0.040 |
Bid9:58:22 PM |
Ask9:58:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.270EUR |
-1.73% |
2.300
Bid Size: 1,400 |
2.410
Ask Size: 1,400 |
TAG IMMOBILIEN AG |
13.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZD5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.96 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.38 |
| Parity: |
1.26 |
| Time value: |
1.13 |
| Break-even: |
15.39 |
| Moneyness: |
1.10 |
| Premium: |
0.08 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.04 |
| Spread %: |
1.70% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
4.13 |
| Rho: |
0.02 |
Quote data
| Open: |
2.290 |
| High: |
2.300 |
| Low: |
2.200 |
| Previous Close: |
2.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.61% |
| 1 Month |
|
|
+24.04% |
| 3 Months |
|
|
+100.89% |
| YTD |
|
|
-4.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.310 |
2.110 |
| 1M High / 1M Low: |
2.750 |
2.000 |
| 6M High / 6M Low: |
2.750 |
0.960 |
| High (YTD): |
2024-05-16 |
2.750 |
| Low (YTD): |
2024-03-05 |
0.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.226 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.685 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.94% |
| Volatility 6M: |
|
138.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
