Soc. Generale Call 5.6 DEZ 20.09.2024
/ DE000SW2Z7A4
Soc. Generale Call 5.6 DEZ 20.09..../ DE000SW2Z7A4 /
| 2024-05-02 6:19:29 PM |
Chg.-0.070 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-15.22% |
-
Bid Size: - |
-
Ask Size: - |
DEUTZ AG O.N. |
5.60 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW2Z7A |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.60 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.34 |
| Parity: |
-0.15 |
| Time value: |
0.48 |
| Break-even: |
6.08 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.02 |
| Spread %: |
4.35% |
| Delta: |
0.53 |
| Theta: |
0.00 |
| Omega: |
5.99 |
| Rho: |
0.01 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.390 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.07% |
| 1 Month |
|
|
-53.57% |
| 3 Months |
|
|
-48.68% |
| YTD |
|
|
+18.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.390 |
| 1M High / 1M Low: |
1.020 |
0.390 |
| 6M High / 6M Low: |
1.020 |
0.150 |
| High (YTD): |
2024-04-11 |
1.020 |
| Low (YTD): |
2024-01-17 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.525 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.733 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.510 |
| Avg. volume 6M: |
|
48.387 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.40% |
| Volatility 6M: |
|
203.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
