Soc. Generale Call 5 TUI1 21.06.2024
/ DE000SW31NM4
Soc. Generale Call 5 TUI1 21.06.2.../ DE000SW31NM4 /
| 31/05/2024 13:58:03 |
Chg.-0.02 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
-1.46% |
-
Bid Size: - |
-
Ask Size: - |
TUI AG |
5.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
SW31NM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TUI AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.42 |
| Parity: |
1.46 |
| Time value: |
0.10 |
| Break-even: |
6.56 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.14 |
| Spread %: |
9.86% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
3.68 |
| Rho: |
0.00 |
Quote data
| Open: |
1.20 |
| High: |
1.35 |
| Low: |
1.20 |
| Previous Close: |
1.37 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.62% |
| 1 Month |
|
|
-21.97% |
| 3 Months |
|
|
-21.05% |
| YTD |
|
|
-42.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.32 |
| 1M High / 1M Low: |
2.08 |
1.11 |
| 6M High / 6M Low: |
2.77 |
1.11 |
| High (YTD): |
09/04/2024 |
2.77 |
| Low (YTD): |
24/05/2024 |
1.11 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.33% |
| Volatility 6M: |
|
144.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
