Soc. Generale Call 5.2 DEZ 20.09.2024
/ DE000SW2Z683
Soc. Generale Call 5.2 DEZ 20.09..../ DE000SW2Z683 /
| 2024-05-24 6:19:24 PM |
Chg.-0.080 |
Bid8:53:05 PM |
Ask8:53:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-12.31% |
0.560
Bid Size: 6,000 |
0.600
Ask Size: 6,000 |
DEUTZ AG O.N. |
5.20 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW2Z68 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.20 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.33 |
| Parity: |
0.27 |
| Time value: |
0.39 |
| Break-even: |
5.86 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
3.13% |
| Delta: |
0.65 |
| Theta: |
0.00 |
| Omega: |
5.41 |
| Rho: |
0.01 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.570 |
| Previous Close: |
0.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.31% |
| 1 Month |
|
|
-29.63% |
| 3 Months |
|
|
-38.04% |
| YTD |
|
|
+26.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.540 |
| 1M High / 1M Low: |
0.870 |
0.540 |
| 6M High / 6M Low: |
1.300 |
0.250 |
| High (YTD): |
2024-04-11 |
1.300 |
| Low (YTD): |
2024-01-17 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.618 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.680 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.730 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.16% |
| Volatility 6M: |
|
185.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
