Soc. Generale Call 4.8 DEZ 20.09.2024
/ DE000SW2Z667
Soc. Generale Call 4.8 DEZ 20.09..../ DE000SW2Z667 /
| 2024-05-02 3:12:50 PM |
Chg.-0.070 |
Bid3:37:11 PM |
Ask3:37:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-7.69% |
0.840
Bid Size: 3,600 |
0.870
Ask Size: 3,600 |
DEUTZ AG O.N. |
4.80 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW2Z66 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.80 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.34 |
| Parity: |
0.66 |
| Time value: |
0.28 |
| Break-even: |
5.73 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
3.33% |
| Delta: |
0.76 |
| Theta: |
0.00 |
| Omega: |
4.48 |
| Rho: |
0.01 |
Quote data
| Open: |
0.880 |
| High: |
0.900 |
| Low: |
0.830 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
-35.38% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
+35.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
0.910 |
| 1M High / 1M Low: |
1.610 |
0.910 |
| 6M High / 6M Low: |
1.610 |
0.270 |
| High (YTD): |
2024-04-11 |
1.610 |
| Low (YTD): |
2024-01-17 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.035 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.274 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.893 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.72% |
| Volatility 6M: |
|
156.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
