Soc. Generale Call 4.4 DEZ 21.06.2024
/ DE000SW2BF84
Soc. Generale Call 4.4 DEZ 21.06..../ DE000SW2BF84 /
| 2024-05-31 9:35:13 PM |
Chg.-0.020 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-2.35% |
0.860
Bid Size: 4,000 |
0.950
Ask Size: 4,000 |
DEUTZ AG O.N. |
4.40 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SW2BF8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.40 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.33 |
| Parity: |
0.82 |
| Time value: |
0.11 |
| Break-even: |
5.33 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.05 |
| Spread %: |
5.68% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
4.68 |
| Rho: |
0.00 |
Quote data
| Open: |
0.830 |
| High: |
0.870 |
| Low: |
0.800 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.63% |
| 1 Month |
|
|
-20.95% |
| 3 Months |
|
|
-38.97% |
| YTD |
|
|
+18.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.830 |
| 1M High / 1M Low: |
1.140 |
0.830 |
| 6M High / 6M Low: |
1.820 |
0.370 |
| High (YTD): |
2024-04-11 |
1.820 |
| Low (YTD): |
2024-01-17 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.922 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.010 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.114 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.94% |
| Volatility 6M: |
|
159.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
