Soc. Generale Call 12.5 TEG 20.09.2024
/ DE000SW1ZD48
Soc. Generale Call 12.5 TEG 20.09.../ DE000SW1ZD48 /
| 6/4/2024 6:09:24 PM |
Chg.+0.04 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.81EUR |
+1.44% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.49 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.37 |
| Parity: |
2.02 |
| Time value: |
0.88 |
| Break-even: |
15.40 |
| Moneyness: |
1.16 |
| Premium: |
0.06 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.06 |
| Spread %: |
2.11% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
3.77 |
| Rho: |
0.02 |
Quote data
| Open: |
2.77 |
| High: |
2.84 |
| Low: |
2.64 |
| Previous Close: |
2.77 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.55% |
| 1 Month |
|
|
+14.23% |
| 3 Months |
|
|
+140.17% |
| YTD |
|
|
+5.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.77 |
2.43 |
| 1M High / 1M Low: |
3.13 |
2.33 |
| 6M High / 6M Low: |
3.13 |
1.16 |
| High (YTD): |
5/22/2024 |
3.13 |
| Low (YTD): |
3/15/2024 |
1.16 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.52% |
| Volatility 6M: |
|
137.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
