Soc. Generale Call 12.5 TEG 20.09.2024
/ DE000SW1ZD48
Soc. Generale Call 12.5 TEG 20.09.../ DE000SW1ZD48 /
| 2024-05-22 4:08:08 PM |
Chg.+0.21 |
Bid4:50:25 PM |
Ask4:50:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.11EUR |
+7.24% |
3.18
Bid Size: 2,000 |
3.23
Ask Size: 2,000 |
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: |
4.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.62 |
| Intrinsic value: |
2.10 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.38 |
| Parity: |
2.10 |
| Time value: |
0.98 |
| Break-even: |
15.58 |
| Moneyness: |
1.17 |
| Premium: |
0.07 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.05 |
| Spread %: |
1.65% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
3.57 |
| Rho: |
0.03 |
Quote data
| Open: |
2.92 |
| High: |
3.11 |
| Low: |
2.92 |
| Previous Close: |
2.90 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.64% |
| 1 Month |
|
|
+99.36% |
| 3 Months |
|
|
+108.72% |
| YTD |
|
|
+16.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.11 |
2.90 |
| 1M High / 1M Low: |
3.11 |
1.41 |
| 6M High / 6M Low: |
3.11 |
1.16 |
| High (YTD): |
2024-05-16 |
3.11 |
| Low (YTD): |
2024-03-15 |
1.16 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.00% |
| Volatility 6M: |
|
133.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
