Soc. Generale Call 4.4 DEZ 20.09.2024
/ DE000SW2Z642
Soc. Generale Call 4.4 DEZ 20.09..../ DE000SW2Z642 /
| 2024-05-22 6:09:35 PM |
Chg.+0.10 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.18EUR |
+9.26% |
-
Bid Size: - |
-
Ask Size: - |
DEUTZ AG O.N. |
4.40 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW2Z64 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.40 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.33 |
| Parity: |
1.01 |
| Time value: |
0.26 |
| Break-even: |
5.66 |
| Moneyness: |
1.23 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
3.28% |
| Delta: |
0.81 |
| Theta: |
0.00 |
| Omega: |
3.47 |
| Rho: |
0.01 |
Quote data
| Open: |
1.19 |
| High: |
1.22 |
| Low: |
1.18 |
| Previous Close: |
1.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.61% |
| 1 Month |
|
|
-15.71% |
| 3 Months |
|
|
-19.73% |
| YTD |
|
|
+40.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.32 |
1.08 |
| 1M High / 1M Low: |
1.45 |
1.07 |
| 6M High / 6M Low: |
1.93 |
0.47 |
| High (YTD): |
2024-04-11 |
1.93 |
| Low (YTD): |
2024-01-17 |
0.54 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.53% |
| Volatility 6M: |
|
132.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
