Soc. Generale Call 120 SIE 21.06.2024
/ DE000SN3EYR2
Soc. Generale Call 120 SIE 21.06..../ DE000SN3EYR2 /
| 17/05/2024 08:59:44 |
Chg.-0.57 |
Bid22:00:46 |
Ask22:00:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.49EUR |
-9.41% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
120.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
SN3EYR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
15/06/2022 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.30 |
| Intrinsic value: |
5.26 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.23 |
| Parity: |
5.26 |
| Time value: |
0.14 |
| Break-even: |
174.00 |
| Moneyness: |
1.44 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.37% |
| Delta: |
0.95 |
| Theta: |
-0.08 |
| Omega: |
3.03 |
| Rho: |
0.10 |
Quote data
| Open: |
5.49 |
| High: |
5.49 |
| Low: |
5.49 |
| Previous Close: |
6.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.28% |
| 1 Month |
|
|
-0.54% |
| 3 Months |
|
|
+9.58% |
| YTD |
|
|
+11.59% |
| 1 Year |
|
|
+23.37% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.88 |
5.49 |
| 1M High / 1M Low: |
6.88 |
5.45 |
| 6M High / 6M Low: |
6.88 |
3.03 |
| High (YTD): |
13/05/2024 |
6.88 |
| Low (YTD): |
17/01/2024 |
3.88 |
| 52W High: |
13/05/2024 |
6.88 |
| 52W Low: |
27/10/2023 |
1.10 |
| Avg. price 1W: |
|
6.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.98 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
63.83% |
| Volatility 6M: |
|
58.62% |
| Volatility 1Y: |
|
86.68% |
| Volatility 3Y: |
|
- |
