Soc. Generale Call 10 TEG 20.09.2024
/ DE000SW1ZDZ7
Soc. Generale Call 10 TEG 20.09.2.../ DE000SW1ZDZ7 /
| 6/12/2024 9:47:27 PM |
Chg.+0.400 |
Bid9:58:27 PM |
Ask9:58:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.120EUR |
+10.75% |
4.150
Bid Size: 800 |
4.330
Ask Size: 800 |
TAG IMMOBILIEN AG |
10.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW1ZDZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
8/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.46 |
| Intrinsic value: |
3.29 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.38 |
| Parity: |
3.29 |
| Time value: |
0.54 |
| Break-even: |
13.83 |
| Moneyness: |
1.33 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.07 |
| Spread %: |
1.86% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
2.93 |
| Rho: |
0.02 |
Quote data
| Open: |
3.800 |
| High: |
4.210 |
| Low: |
3.800 |
| Previous Close: |
3.720 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.99% |
| 1 Month |
|
|
-3.74% |
| 3 Months |
|
|
+43.06% |
| YTD |
|
|
-5.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.790 |
3.720 |
| 1M High / 1M Low: |
5.120 |
3.720 |
| 6M High / 6M Low: |
5.120 |
2.400 |
| High (YTD): |
5/16/2024 |
5.120 |
| Low (YTD): |
3/5/2024 |
2.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.580 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.564 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.94% |
| Volatility 6M: |
|
96.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
