Soc. Generale Call 9 TEG 20.09.2024
/ DE000SW2LXJ7
Soc. Generale Call 9 TEG 20.09.20.../ DE000SW2LXJ7 /
| 2024-05-22 6:15:21 PM |
Chg.+0.24 |
Bid6:26:30 PM |
Ask6:26:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.01EUR |
+4.16% |
6.00
Bid Size: 500 |
6.26
Ask Size: 500 |
TAG IMMOBILIEN AG |
9.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW2LXJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.72 |
| Intrinsic value: |
5.60 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.38 |
| Parity: |
5.60 |
| Time value: |
0.46 |
| Break-even: |
15.06 |
| Moneyness: |
1.62 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.11 |
| Spread %: |
1.85% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
2.19 |
| Rho: |
0.02 |
Quote data
| Open: |
5.77 |
| High: |
6.12 |
| Low: |
5.77 |
| Previous Close: |
5.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.52% |
| 1 Month |
|
|
+52.15% |
| 3 Months |
|
|
+65.11% |
| YTD |
|
|
+17.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.98 |
5.77 |
| 1M High / 1M Low: |
5.98 |
3.79 |
| 6M High / 6M Low: |
5.98 |
3.15 |
| High (YTD): |
2024-05-16 |
5.98 |
| Low (YTD): |
2024-03-05 |
3.15 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.70% |
| Volatility 6M: |
|
82.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
