Soc. Generale Call 5.4 TUI1 21.06.2024
/ DE000SW2SUA7
Soc. Generale Call 5.4 TUI1 21.06.../ DE000SW2SUA7 /
| 2024-05-31 9:48:37 PM |
Chg.-0.060 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-6.45% |
0.880
Bid Size: 3,500 |
1.200
Ask Size: 3,500 |
TUI AG |
5.40 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SW2SUA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TUI AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.40 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.42 |
| Parity: |
1.06 |
| Time value: |
0.11 |
| Break-even: |
6.57 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.11 |
| Spread %: |
10.38% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
4.72 |
| Rho: |
0.00 |
Quote data
| Open: |
0.890 |
| High: |
1.050 |
| Low: |
0.860 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.31% |
| 1 Month |
|
|
-34.09% |
| 3 Months |
|
|
-32.56% |
| YTD |
|
|
-57.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.870 |
| 1M High / 1M Low: |
1.540 |
0.870 |
| 6M High / 6M Low: |
2.450 |
0.870 |
| High (YTD): |
2024-04-08 |
2.450 |
| Low (YTD): |
2024-05-31 |
0.870 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.988 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.164 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.549 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.05% |
| Volatility 6M: |
|
157.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
