Soc. Generale Call 10 TEG 20.09.2024
/ DE000SW1ZDZ7
Soc. Generale Call 10 TEG 20.09.2.../ DE000SW1ZDZ7 /
| 2024-06-18 6:09:17 PM |
Chg.+0.03 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.61EUR |
+0.84% |
-
Bid Size: - |
-
Ask Size: - |
TAG IMMOBILIEN AG |
10.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.32 |
| Intrinsic value: |
3.16 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.38 |
| Parity: |
3.16 |
| Time value: |
0.54 |
| Break-even: |
13.70 |
| Moneyness: |
1.32 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.06 |
| Spread %: |
1.65% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
2.99 |
| Rho: |
0.02 |
Quote data
| Open: |
3.59 |
| High: |
3.71 |
| Low: |
3.59 |
| Previous Close: |
3.58 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.80% |
| 1 Month |
|
|
-28.66% |
| 3 Months |
|
|
+31.75% |
| YTD |
|
|
-17.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.14 |
3.58 |
| 1M High / 1M Low: |
5.15 |
3.58 |
| 6M High / 6M Low: |
5.15 |
2.45 |
| High (YTD): |
2024-05-22 |
5.15 |
| Low (YTD): |
2024-03-05 |
2.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.57% |
| Volatility 6M: |
|
100.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
