Soc. Generale Call 60 NEM 21.06.2024
/ DE000SW2DF58
Soc. Generale Call 60 NEM 21.06.2.../ DE000SW2DF58 /
| 2024-05-23 11:03:35 AM |
Chg.+0.150 |
Bid11:27:31 AM |
Ask11:27:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.270EUR |
+4.81% |
3.260
Bid Size: 4,000 |
3.310
Ask Size: 4,000 |
NEMETSCHEK SE O.N. |
60.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SW2DF5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.18 |
| Intrinsic value: |
3.17 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.29 |
| Parity: |
3.17 |
| Time value: |
0.05 |
| Break-even: |
92.10 |
| Moneyness: |
1.53 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
1.58% |
| Delta: |
0.97 |
| Theta: |
-0.03 |
| Omega: |
2.77 |
| Rho: |
0.05 |
Quote data
| Open: |
3.130 |
| High: |
3.270 |
| Low: |
3.130 |
| Previous Close: |
3.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.66% |
| 1 Month |
|
|
+46.64% |
| 3 Months |
|
|
+12.76% |
| YTD |
|
|
+47.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.120 |
2.710 |
| 1M High / 1M Low: |
3.120 |
2.040 |
| 6M High / 6M Low: |
3.340 |
1.780 |
| High (YTD): |
2024-03-27 |
3.340 |
| Low (YTD): |
2024-01-05 |
1.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.880 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.484 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.545 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.27% |
| Volatility 6M: |
|
92.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
