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

Frankfurt Zert./SG
2024-06-17  9:47:40 PM Chg.+0.010 Bid9:55:22 PM Ask9:55:22 PM Underlying Strike price Expiration date Option type
0.550EUR +1.85% 0.550
Bid Size: 10,000		 0.560
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: 0.28
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: 0.76
Theta: -0.01
Omega: 5.25
Rho: 0.12
 

Quote data

Open: 0.560
High: 0.580
Low: 0.540
Previous Close: 0.540
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -25.68%
3 Months
  -11.29%
YTD
  -53.39%
1 Year
  -55.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.540
1M High / 1M Low: 0.740 0.540
6M High / 6M Low: 1.260 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:   0.648
Avg. volume 1M:   0.000
Avg. price 6M:   0.808
Avg. volume 6M:   14.113
Avg. price 1Y:   0.904
Avg. volume 1Y:   10.827
Volatility 1M:   87.82%
Volatility 6M:   81.27%
Volatility 1Y:   78.10%
Volatility 3Y:   -