Soc. Generale Call 18 DTE 20.12.2024
/ DE000SF23YS0
Soc. Generale Call 18 DTE 20.12.2.../ DE000SF23YS0 /
| 2024-04-26 9:24:46 AM |
Chg.-0.08 |
Bid5:23:48 PM |
Ask5:23:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.47EUR |
-1.76% |
4.50
Bid Size: 25,000 |
4.52
Ask Size: 25,000 |
DT.TELEKOM AG NA |
18.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SF23YS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2021-07-30 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.18 |
| Intrinsic value: |
3.67 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
3.67 |
| Time value: |
0.72 |
| Break-even: |
22.39 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.46% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
4.34 |
| Rho: |
0.10 |
Quote data
| Open: |
4.47 |
| High: |
4.47 |
| Low: |
4.47 |
| Previous Close: |
4.55 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.03% |
| 1 Month |
|
|
+8.76% |
| 3 Months |
|
|
-13.54% |
| YTD |
|
|
+9.56% |
| 1 Year |
|
|
-16.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.55 |
3.92 |
| 1M High / 1M Low: |
4.59 |
3.60 |
| 6M High / 6M Low: |
5.50 |
3.21 |
| High (YTD): |
2024-01-22 |
5.50 |
| Low (YTD): |
2024-04-17 |
3.60 |
| 52W High: |
2024-01-22 |
5.50 |
| 52W Low: |
2023-08-08 |
2.14 |
| Avg. price 1W: |
|
4.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.37 |
| Avg. volume 6M: |
|
8.25 |
| Avg. price 1Y: |
|
3.82 |
| Avg. volume 1Y: |
|
29.84 |
| Volatility 1M: |
|
85.34% |
| Volatility 6M: |
|
63.04% |
| Volatility 1Y: |
|
68.73% |
| Volatility 3Y: |
|
- |
