Soc. Generale Call 4.2 TNE5 20.09.2024
/ DE000SW1ZES0
Soc. Generale Call 4.2 TNE5 20.09.../ DE000SW1ZES0 /
| 2024-06-25 8:10:26 AM |
Chg.+0.010 |
Bid12:41:45 PM |
Ask12:41:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+8.33% |
0.110
Bid Size: 100,000 |
0.120
Ask Size: 100,000 |
TELEFONICA INH. ... |
4.20 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZES |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TELEFONICA INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.20 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
29.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
-0.09 |
| Time value: |
0.14 |
| Break-even: |
4.34 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
0.47 |
| Theta: |
0.00 |
| Omega: |
13.72 |
| Rho: |
0.00 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.18% |
| 1 Month |
|
|
+8.33% |
| 3 Months |
|
|
+18.18% |
| YTD |
|
|
+103.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.097 |
| 1M High / 1M Low: |
0.280 |
0.097 |
| 6M High / 6M Low: |
0.280 |
0.047 |
| High (YTD): |
2024-06-05 |
0.280 |
| Low (YTD): |
2024-02-19 |
0.047 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.107 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.153 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.111 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
310.99% |
| Volatility 6M: |
|
226.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
