Soc. Generale Call 11 TEG 21.06.2024
/ DE000SV7S4D1
Soc. Generale Call 11 TEG 21.06.2.../ DE000SV7S4D1 /
| 10/06/2024 08:42:37 |
Chg.-0.37 |
Bid08:50:14 |
Ask08:50:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.39EUR |
-13.41% |
2.40
Bid Size: 1,300 |
2.70
Ask Size: 1,300 |
TAG IMMOBILIEN AG |
11.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
SV7S4D |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
21/06/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.67 |
| Intrinsic value: |
2.66 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.37 |
| Parity: |
2.66 |
| Time value: |
0.09 |
| Break-even: |
13.75 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.11 |
| Spread %: |
4.17% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
4.60 |
| Rho: |
0.00 |
Quote data
| Open: |
2.39 |
| High: |
2.39 |
| Low: |
2.39 |
| Previous Close: |
2.76 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.32% |
| 1 Month |
|
|
-18.98% |
| 3 Months |
|
|
+27.81% |
| YTD |
|
|
-24.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.63 |
2.76 |
| 1M High / 1M Low: |
3.81 |
2.76 |
| 6M High / 6M Low: |
3.81 |
1.35 |
| High (YTD): |
22/05/2024 |
3.81 |
| Low (YTD): |
15/03/2024 |
1.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.37 |
| Avg. volume 6M: |
|
12.90 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.81% |
| Volatility 6M: |
|
143.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
