Soc. Generale Call 4.6 DEZ 21.06.2024
/ DE000SW2BF92
Soc. Generale Call 4.6 DEZ 21.06..../ DE000SW2BF92 /
| 2024-05-17 4:48:48 PM |
Chg.-0.090 |
Bid4:55:13 PM |
Ask4:55:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-9.57% |
0.850
Bid Size: 3,600 |
0.890
Ask Size: 3,600 |
DEUTZ AG O.N. |
4.60 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SW2BF9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.60 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.33 |
| Parity: |
0.89 |
| Time value: |
0.11 |
| Break-even: |
5.59 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.04 |
| Spread %: |
4.21% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
4.71 |
| Rho: |
0.00 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.850 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.57% |
| 1 Month |
|
|
-27.35% |
| 3 Months |
|
|
-32.00% |
| YTD |
|
|
+51.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.900 |
| 1M High / 1M Low: |
1.170 |
0.740 |
| 6M High / 6M Low: |
1.640 |
0.290 |
| High (YTD): |
2024-04-11 |
1.640 |
| Low (YTD): |
2024-01-17 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.940 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.970 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.922 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.32% |
| Volatility 6M: |
|
178.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
