Soc. Generale Call 4.6 DEZ 20.09.2024
/ DE000SW2Z659
Soc. Generale Call 4.6 DEZ 20.09..../ DE000SW2Z659 /
| 2024-06-04 2:19:43 PM |
Chg.-0.060 |
Bid2:30:29 PM |
Ask2:30:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-6.82% |
0.810
Bid Size: 5,000 |
0.850
Ask Size: 5,000 |
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: |
5.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.33 |
| Parity: |
0.68 |
| Time value: |
0.25 |
| Break-even: |
5.53 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
4.49% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
4.36 |
| Rho: |
0.01 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.800 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.13% |
| 1 Month |
|
|
-10.87% |
| 3 Months |
|
|
-37.88% |
| YTD |
|
|
+15.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.850 |
| 1M High / 1M Low: |
1.160 |
0.850 |
| 6M High / 6M Low: |
1.770 |
0.400 |
| High (YTD): |
2024-04-11 |
1.770 |
| Low (YTD): |
2024-01-17 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.926 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.033 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.113 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.55% |
| Volatility 6M: |
|
144.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
