Soc. Generale Call 122 SIE 21.06.2024
/ DE000SN4AVX2
Soc. Generale Call 122 SIE 21.06..../ DE000SN4AVX2 /
| 24/05/2024 09:53:15 |
Chg.+0.10 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.48EUR |
+1.86% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
122.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
SN4AVX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
122.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
01/07/2022 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.56 |
| Intrinsic value: |
5.53 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.23 |
| Parity: |
5.53 |
| Time value: |
0.07 |
| Break-even: |
178.00 |
| Moneyness: |
1.45 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.36% |
| Delta: |
0.98 |
| Theta: |
-0.05 |
| Omega: |
3.09 |
| Rho: |
0.09 |
Quote data
| Open: |
5.48 |
| High: |
5.48 |
| Low: |
5.48 |
| Previous Close: |
5.38 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.93% |
| 1 Month |
|
|
+2.24% |
| 3 Months |
|
|
+3.20% |
| YTD |
|
|
+14.64% |
| 1 Year |
|
|
+37.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.48 |
5.11 |
| 1M High / 1M Low: |
6.66 |
4.94 |
| 6M High / 6M Low: |
6.66 |
3.04 |
| High (YTD): |
13/05/2024 |
6.66 |
| Low (YTD): |
17/01/2024 |
3.68 |
| 52W High: |
13/05/2024 |
6.66 |
| 52W Low: |
26/10/2023 |
0.98 |
| Avg. price 1W: |
|
5.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.83 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
81.50% |
| Volatility 6M: |
|
67.09% |
| Volatility 1Y: |
|
93.93% |
| Volatility 3Y: |
|
- |
