Soc. Generale Call 5 DEZ 20.12.2024
/ DE000SW2Z7D8
Soc. Generale Call 5 DEZ 20.12.20.../ DE000SW2Z7D8 /
| 2024-06-03 6:12:35 PM |
Chg.+0.050 |
Bid9:32:35 PM |
Ask9:32:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+6.49% |
0.820
Bid Size: 5,000 |
0.870
Ask Size: 5,000 |
DEUTZ AG O.N. |
5.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SW2Z7D |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.33 |
| Parity: |
0.22 |
| Time value: |
0.62 |
| Break-even: |
5.84 |
| Moneyness: |
1.04 |
| Premium: |
0.12 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
2.44% |
| Delta: |
0.64 |
| Theta: |
0.00 |
| Omega: |
3.97 |
| Rho: |
0.01 |
Quote data
| Open: |
0.880 |
| High: |
0.890 |
| Low: |
0.820 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.33% |
| 1 Month |
|
|
-3.53% |
| 3 Months |
|
|
-30.51% |
| YTD |
|
|
+46.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.770 |
| 1M High / 1M Low: |
1.070 |
0.770 |
| 6M High / 6M Low: |
1.600 |
0.340 |
| High (YTD): |
2024-04-11 |
1.600 |
| Low (YTD): |
2024-01-17 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.882 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.950 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.985 |
| Avg. volume 6M: |
|
43.548 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.48% |
| Volatility 6M: |
|
160.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
