Soc. Generale Call 4.4 DEZ 20.09.2024
/ DE000SW2Z642
Soc. Generale Call 4.4 DEZ 20.09..../ DE000SW2Z642 /
| 6/19/2024 6:13:03 PM |
Chg.-0.060 |
Bid6/19/2024 |
Ask6/19/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-7.06% |
0.790
Bid Size: 5,000 |
0.840
Ask Size: 5,000 |
DEUTZ AG O.N. |
4.40 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW2Z64 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.40 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
9/1/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.33 |
| Parity: |
0.64 |
| Time value: |
0.27 |
| Break-even: |
5.30 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.04 |
| Spread %: |
4.65% |
| Delta: |
0.75 |
| Theta: |
0.00 |
| Omega: |
4.20 |
| Rho: |
0.01 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.790 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.71% |
| 1 Month |
|
|
-35.25% |
| 3 Months |
|
|
-54.34% |
| YTD |
|
|
-5.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.780 |
| 1M High / 1M Low: |
1.270 |
0.780 |
| 6M High / 6M Low: |
1.930 |
0.540 |
| High (YTD): |
4/11/2024 |
1.930 |
| Low (YTD): |
1/17/2024 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.846 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.022 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.284 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.01% |
| Volatility 6M: |
|
132.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
