Soc. Generale Call 12.5 TEG 20.09.2024
/ DE000SW1ZD48
Soc. Generale Call 12.5 TEG 20.09.../ DE000SW1ZD48 /
| 6/12/2024 9:00:06 PM |
Chg.+0.370 |
Bid9:31:59 PM |
Ask9:31:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.240EUR |
+19.79% |
2.200
Bid Size: 1,400 |
2.310
Ask Size: 1,400 |
TAG IMMOBILIEN AG |
12.50 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW1ZD4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
8/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.38 |
| Parity: |
0.79 |
| Time value: |
1.15 |
| Break-even: |
14.44 |
| Moneyness: |
1.06 |
| Premium: |
0.09 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.04 |
| Spread %: |
2.11% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
4.47 |
| Rho: |
0.02 |
Quote data
| Open: |
1.950 |
| High: |
2.260 |
| Low: |
1.950 |
| Previous Close: |
1.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-6.67% |
| 3 Months |
|
|
+57.75% |
| YTD |
|
|
-16.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.800 |
1.870 |
| 1M High / 1M Low: |
3.110 |
1.870 |
| 6M High / 6M Low: |
3.110 |
1.140 |
| High (YTD): |
5/16/2024 |
3.110 |
| Low (YTD): |
3/5/2024 |
1.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.238 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.623 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.935 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.15% |
| Volatility 6M: |
|
135.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
