Soc. Generale Call 4.8 TUI1 21.06.2024
/ DE000SW31NL6
Soc. Generale Call 4.8 TUI1 21.06.../ DE000SW31NL6 /
| 2024-06-12 8:53:37 AM |
Chg.-0.34 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.02EUR |
-14.41% |
-
Bid Size: - |
-
Ask Size: - |
TUI AG |
4.80 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SW31NL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TUI AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.80 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.24 |
| Intrinsic value: |
2.23 |
| Implied volatility: |
2.19 |
| Historic volatility: |
0.43 |
| Parity: |
2.23 |
| Time value: |
0.14 |
| Break-even: |
7.17 |
| Moneyness: |
1.47 |
| Premium: |
0.02 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
0.17 |
| Spread %: |
7.73% |
| Delta: |
0.90 |
| Theta: |
-0.02 |
| Omega: |
2.67 |
| Rho: |
0.00 |
Quote data
| Open: |
2.02 |
| High: |
2.02 |
| Low: |
2.02 |
| Previous Close: |
2.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.87% |
| 1 Month |
|
|
+13.48% |
| 3 Months |
|
|
+3.06% |
| YTD |
|
|
-18.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.43 |
1.91 |
| 1M High / 1M Low: |
2.43 |
1.26 |
| 6M High / 6M Low: |
2.96 |
1.26 |
| High (YTD): |
2024-04-09 |
2.96 |
| Low (YTD): |
2024-05-24 |
1.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
282.55% |
| Volatility 6M: |
|
154.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
