Soc. Generale Call 11.5 TEG 21.06.2024
/ DE000SV9QSV7
Soc. Generale Call 11.5 TEG 21.06.../ DE000SV9QSV7 /
| 2024-06-07 9:49:09 PM |
Chg.-0.500 |
Bid9:57:27 PM |
Ask9:57:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.070EUR |
-19.46% |
2.070
Bid Size: 1,500 |
2.230
Ask Size: 1,500 |
TAG IMMOBILIEN AG |
11.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SV9QSV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
2.16 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.37 |
| Parity: |
2.16 |
| Time value: |
0.10 |
| Break-even: |
13.76 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.08 |
| Spread %: |
3.67% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
5.49 |
| Rho: |
0.00 |
Quote data
| Open: |
2.380 |
| High: |
2.520 |
| Low: |
2.070 |
| Previous Close: |
2.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.27% |
| 1 Month |
|
|
-17.86% |
| 3 Months |
|
|
+34.42% |
| YTD |
|
|
-28.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.180 |
2.070 |
| 1M High / 1M Low: |
3.360 |
2.070 |
| 6M High / 6M Low: |
3.360 |
1.090 |
| High (YTD): |
2024-05-16 |
3.360 |
| Low (YTD): |
2024-03-05 |
1.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.782 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.850 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.044 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.77% |
| Volatility 6M: |
|
155.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
