Soc. Generale Call 4 DEZ 20.12.2024
/ DE000SW26EM3
Soc. Generale Call 4 DEZ 20.12.20.../ DE000SW26EM3 /
| 2024-05-02 5:07:47 PM |
Chg.-0.08 |
Bid5:51:12 PM |
Ask5:51:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.56EUR |
-4.88% |
1.54
Bid Size: 2,000 |
1.60
Ask Size: 2,000 |
DEUTZ AG O.N. |
4.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SW26EM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.34 |
| Parity: |
1.46 |
| Time value: |
0.22 |
| Break-even: |
5.67 |
| Moneyness: |
1.36 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
1.83% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
2.88 |
| Rho: |
0.02 |
Quote data
| Open: |
1.63 |
| High: |
1.63 |
| Low: |
1.55 |
| Previous Close: |
1.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.24% |
| 1 Month |
|
|
-23.53% |
| 3 Months |
|
|
-21.21% |
| YTD |
|
|
+31.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.88 |
1.64 |
| 1M High / 1M Low: |
2.36 |
1.64 |
| 6M High / 6M Low: |
2.36 |
0.67 |
| High (YTD): |
2024-04-11 |
2.36 |
| Low (YTD): |
2024-01-17 |
0.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.52 |
| Avg. volume 6M: |
|
40.32 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.42% |
| Volatility 6M: |
|
113.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
