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Soc. Generale Call 120 SIE 21.06..../  DE000SN3EYR2  /

EUWAX
2024-05-22  10:23:46 AM Chg.+0.23 Bid2:33:31 PM Ask2:33:31 PM Underlying Strike price Expiration date Option type
5.54EUR +4.33% 5.52
Bid Size: 30,000		 5.54
Ask Size: 30,000		 SIEMENS AG NA O.N. 120.00 EUR 2024-06-21 Call
 

Master data

WKN: SN3EYR
Issuer: Société Générale
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 120.00 EUR
Maturity: 2024-06-21
Issue date: 2022-06-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.20
Leverage: Yes

Calculated values

Fair value: 5.40
Intrinsic value: 5.36
Implied volatility: 0.67
Historic volatility: 0.23
Parity: 5.36
Time value: 0.07
Break-even: 174.30
Moneyness: 1.45
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.37%
Delta: 0.98
Theta: -0.04
Omega: 3.13
Rho: 0.10
 

Quote data

Open: 5.57
High: 5.57
Low: 5.54
Previous Close: 5.31
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.06%
1 Month  
+0.36%
3 Months  
+2.03%
YTD  
+12.60%
1 Year  
+23.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.60 5.31
1M High / 1M Low: 6.88 5.31
6M High / 6M Low: 6.88 3.17
High (YTD): 2024-05-13 6.88
Low (YTD): 2024-01-17 3.88
52W High: 2024-05-13 6.88
52W Low: 2023-10-27 1.10
Avg. price 1W:   5.76
Avg. volume 1W:   0.00
Avg. price 1M:   5.88
Avg. volume 1M:   0.00
Avg. price 6M:   5.12
Avg. volume 6M:   0.00
Avg. price 1Y:   3.98
Avg. volume 1Y:   0.00
Volatility 1M:   64.44%
Volatility 6M:   58.61%
Volatility 1Y:   86.70%
Volatility 3Y:   -