Soc. Generale Call 5.2 TUI1 21.06.2024
/ DE000SW23F00
Soc. Generale Call 5.2 TUI1 21.06.../ DE000SW23F00 /
| 2024-06-12 8:09:33 AM |
Chg.-0.07 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
-4.24% |
-
Bid Size: - |
-
Ask Size: - |
TUI AG |
5.20 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SW23F0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TUI AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.20 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
1.88 |
| Historic volatility: |
0.43 |
| Parity: |
1.83 |
| Time value: |
0.15 |
| Break-even: |
7.18 |
| Moneyness: |
1.35 |
| Premium: |
0.02 |
| Premium p.a.: |
1.30 |
| Spread abs.: |
0.17 |
| Spread %: |
9.39% |
| Delta: |
0.88 |
| Theta: |
-0.02 |
| Omega: |
3.12 |
| Rho: |
0.00 |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.58 |
| Previous Close: |
1.65 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.13% |
| 1 Month |
|
|
-3.07% |
| 3 Months |
|
|
-5.39% |
| YTD |
|
|
-27.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.96 |
1.62 |
| 1M High / 1M Low: |
1.96 |
0.97 |
| 6M High / 6M Low: |
2.55 |
0.97 |
| High (YTD): |
2024-04-09 |
2.55 |
| Low (YTD): |
2024-05-24 |
0.97 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
800 |
| Avg. price 1M: |
|
1.42 |
| Avg. volume 1M: |
|
181.82 |
| Avg. price 6M: |
|
1.70 |
| Avg. volume 6M: |
|
32 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.83% |
| Volatility 6M: |
|
152.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
