Soc. Generale Call 5.4 DEZ 20.09.2024
/ DE000SW2Z691
Soc. Generale Call 5.4 DEZ 20.09..../ DE000SW2Z691 /
| 2024-05-22 6:09:35 PM |
Chg.+0.060 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+13.95% |
-
Bid Size: - |
-
Ask Size: - |
DEUTZ AG O.N. |
5.40 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW2Z69 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.40 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.33 |
| Parity: |
0.01 |
| Time value: |
0.54 |
| Break-even: |
5.94 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.03 |
| Spread %: |
5.88% |
| Delta: |
0.57 |
| Theta: |
0.00 |
| Omega: |
5.70 |
| Rho: |
0.01 |
Quote data
| Open: |
0.490 |
| High: |
0.510 |
| Low: |
0.490 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.97% |
| 1 Month |
|
|
-30.99% |
| 3 Months |
|
|
-38.75% |
| YTD |
|
|
+25.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.430 |
| 1M High / 1M Low: |
0.750 |
0.430 |
| 6M High / 6M Low: |
1.150 |
0.210 |
| High (YTD): |
2024-04-11 |
1.150 |
| Low (YTD): |
2024-01-17 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.518 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.576 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.632 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.36% |
| Volatility 6M: |
|
176.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
