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Soc. Generale Call 34 DHL 20.12.2.../  DE000SN2L874  /

Frankfurt Zert./SG
2024-06-14  9:41:38 PM Chg.-0.080 Bid9:58:12 PM Ask9:58:12 PM Underlying Strike price Expiration date Option type
0.540EUR -12.90% 0.540
Bid Size: 10,000		 0.550
Ask Size: 10,000		 DEUTSCHE POST AG NA ... 34.00 EUR 2024-12-20 Call
 

Master data

WKN: SN2L87
Issuer: Société Générale
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 2024-12-20
Issue date: 2022-05-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.86
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.38
Implied volatility: 0.27
Historic volatility: 0.20
Parity: 0.38
Time value: 0.18
Break-even: 39.50
Moneyness: 1.11
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.85%
Delta: 0.77
Theta: -0.01
Omega: 5.26
Rho: 0.12
 

Quote data

Open: 0.620
High: 0.620
Low: 0.530
Previous Close: 0.620
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -21.74%
1 Month
  -26.03%
3 Months
  -12.90%
YTD
  -54.24%
1 Year
  -56.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.540
1M High / 1M Low: 0.750 0.540
6M High / 6M Low: 1.280 0.490
High (YTD): 2024-01-26 1.180
Low (YTD): 2024-04-25 0.490
52W High: 2023-07-28 1.440
52W Low: 2024-04-25 0.490
Avg. price 1W:   0.616
Avg. volume 1W:   0.000
Avg. price 1M:   0.656
Avg. volume 1M:   0.000
Avg. price 6M:   0.812
Avg. volume 6M:   14
Avg. price 1Y:   0.907
Avg. volume 1Y:   10.742
Volatility 1M:   84.70%
Volatility 6M:   80.96%
Volatility 1Y:   77.85%
Volatility 3Y:   -