Soc. Generale Call 12.5 TEG 20.09.2024
/ DE000SW1ZD48
Soc. Generale Call 12.5 TEG 20.09.../ DE000SW1ZD48 /
2024-05-15 6:19:12 PM |
Chg.+0.47 |
Bid9:20:26 PM |
Ask9:20:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.03EUR |
+18.36% |
3.04 Bid Size: 1,000 |
3.16 Ask Size: 1,000 |
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: |
5.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.28 |
Intrinsic value: |
1.62 |
Implied volatility: |
0.52 |
Historic volatility: |
0.38 |
Parity: |
1.62 |
Time value: |
1.05 |
Break-even: |
15.17 |
Moneyness: |
1.13 |
Premium: |
0.07 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.11 |
Spread %: |
4.30% |
Delta: |
0.72 |
Theta: |
-0.01 |
Omega: |
3.82 |
Rho: |
0.03 |
Quote data
Open: |
2.77 |
High: |
3.03 |
Low: |
2.77 |
Previous Close: |
2.56 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+30.04% |
1 Month |
|
|
+104.73% |
3 Months |
|
|
+119.57% |
YTD |
|
|
+13.48% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.56 |
2.33 |
1M High / 1M Low: |
2.56 |
1.18 |
6M High / 6M Low: |
2.78 |
1.16 |
High (YTD): |
2024-05-14 |
2.56 |
Low (YTD): |
2024-03-15 |
1.16 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.39 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.92 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.88 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
150.36% |
Volatility 6M: |
|
133.91% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |