Soc. Generale Call 70 TLX 20.12.2024
/ DE000SW1SJB0
Soc. Generale Call 70 TLX 20.12.2.../ DE000SW1SJB0 /
| 2024-06-04 1:08:32 PM |
Chg.-0.040 |
Bid1:40:01 PM |
Ask1:40:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-4.88% |
0.800
Bid Size: 6,000 |
0.810
Ask Size: 6,000 |
TALANX AG NA O.N. |
70.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SW1SJB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TALANX AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-02 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
0.43 |
| Time value: |
0.42 |
| Break-even: |
78.50 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.19% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
6.14 |
| Rho: |
0.24 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.770 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.50% |
| 1 Month |
|
|
+69.57% |
| 3 Months |
|
|
+136.36% |
| YTD |
|
|
+129.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.720 |
| 1M High / 1M Low: |
0.820 |
0.450 |
| 6M High / 6M Low: |
0.820 |
0.290 |
| High (YTD): |
2024-06-03 |
0.820 |
| Low (YTD): |
2024-02-28 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.653 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.482 |
| Avg. volume 6M: |
|
64 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.08% |
| Volatility 6M: |
|
142.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
