Soc. Generale Call 5.4 TUI1 21.06.2024
/ DE000SW2SUA7
Soc. Generale Call 5.4 TUI1 21.06.../ DE000SW2SUA7 /
| 2024-06-05 10:53:37 AM |
Chg.+0.19 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.69EUR |
+12.67% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
1.36 |
| Historic volatility: |
0.42 |
| Parity: |
1.51 |
| Time value: |
0.19 |
| Break-even: |
7.10 |
| Moneyness: |
1.28 |
| Premium: |
0.03 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.15 |
| Spread %: |
9.68% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
3.44 |
| Rho: |
0.00 |
Quote data
| Open: |
1.65 |
| High: |
1.69 |
| Low: |
1.65 |
| Previous Close: |
1.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.69% |
| 1 Month |
|
|
+23.36% |
| 3 Months |
|
|
+48.25% |
| YTD |
|
|
-20.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.00 |
| 1M High / 1M Low: |
1.78 |
0.95 |
| 6M High / 6M Low: |
2.56 |
0.95 |
| High (YTD): |
2024-04-10 |
2.56 |
| Low (YTD): |
2024-05-24 |
0.95 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.23% |
| Volatility 6M: |
|
172.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
