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Soc. Generale Call 3.4 TNE5 20.09.../  DE000SW1ZEN1  /

Frankfurt Zert./SG
2024-06-25  7:56:54 PM Chg.-0.080 Bid2024-06-25 Ask2024-06-25 Underlying Strike price Expiration date Option type
0.660EUR -10.81% 0.660
Bid Size: 4,600		 0.700
Ask Size: 4,600		 TELEFONICA INH. ... 3.40 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZEN
Issuer: Société Générale
Currency: EUR
Underlying: TELEFONICA INH. EO 1
Type: Warrant
Option type: Call
Strike price: 3.40 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.48
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.71
Implied volatility: 0.26
Historic volatility: 0.19
Parity: 0.71
Time value: 0.04
Break-even: 4.15
Moneyness: 1.21
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 1.35%
Delta: 0.95
Theta: 0.00
Omega: 5.19
Rho: 0.01
 

Quote data

Open: 0.700
High: 0.740
Low: 0.660
Previous Close: 0.740
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -12.00%
3 Months  
+4.76%
YTD  
+88.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.630
1M High / 1M Low: 1.030 0.630
6M High / 6M Low: 1.030 0.320
High (YTD): 2024-06-04 1.030
Low (YTD): 2024-02-09 0.320
52W High: - -
52W Low: - -
Avg. price 1W:   0.686
Avg. volume 1W:   0.000
Avg. price 1M:   0.810
Avg. volume 1M:   0.000
Avg. price 6M:   0.608
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.22%
Volatility 6M:   94.80%
Volatility 1Y:   -
Volatility 3Y:   -