Soc. Generale Call 4.2 DEZ 21.06.2024
/ DE000SW2BF76
Soc. Generale Call 4.2 DEZ 21.06..../ DE000SW2BF76 /
| 2024-05-02 6:12:01 PM |
Chg.-0.14 |
Bid8:47:29 PM |
Ask8:47:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
-11.29% |
1.14
Bid Size: 2,700 |
1.28
Ask Size: 2,700 |
DEUTZ AG O.N. |
4.20 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SW2BF7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.20 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.34 |
| Parity: |
1.26 |
| Time value: |
0.06 |
| Break-even: |
5.51 |
| Moneyness: |
1.30 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.07 |
| Spread %: |
5.65% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
3.89 |
| Rho: |
0.01 |
Quote data
| Open: |
1.22 |
| High: |
1.23 |
| Low: |
1.10 |
| Previous Close: |
1.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.73% |
| 1 Month |
|
|
-34.52% |
| 3 Months |
|
|
-32.93% |
| YTD |
|
|
+29.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.48 |
1.24 |
| 1M High / 1M Low: |
2.01 |
1.24 |
| 6M High / 6M Low: |
2.01 |
0.37 |
| High (YTD): |
2024-04-09 |
2.01 |
| Low (YTD): |
2024-01-17 |
0.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.79% |
| Volatility 6M: |
|
163.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
