Soc. Generale Call 4.6 DEZ 20.09.2024
/ DE000SW2Z659
Soc. Generale Call 4.6 DEZ 20.09..../ DE000SW2Z659 /
| 2024-05-23 6:19:26 PM |
Chg.+0.06 |
Bid7:52:46 AM |
Ask7:52:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
+5.88% |
1.05
Bid Size: 4,000 |
1.12
Ask Size: 4,000 |
DEUTZ AG O.N. |
4.60 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW2Z65 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.60 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.33 |
| Parity: |
0.78 |
| Time value: |
0.28 |
| Break-even: |
5.66 |
| Moneyness: |
1.17 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
2.91% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
3.93 |
| Rho: |
0.01 |
Quote data
| Open: |
1.09 |
| High: |
1.13 |
| Low: |
1.08 |
| Previous Close: |
1.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.89% |
| 1 Month |
|
|
-11.48% |
| 3 Months |
|
|
-18.18% |
| YTD |
|
|
+52.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.08 |
0.93 |
| 1M High / 1M Low: |
1.29 |
0.92 |
| 6M High / 6M Low: |
1.77 |
0.40 |
| High (YTD): |
2024-04-11 |
1.77 |
| Low (YTD): |
2024-01-17 |
0.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.90% |
| Volatility 6M: |
|
141.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
