Soc. Generale Call 4.4 DEZ 21.06.2024
/ DE000SW2BF84
Soc. Generale Call 4.4 DEZ 21.06..../ DE000SW2BF84 /
| 2024-05-31 1:23:04 PM |
Chg.+0.020 |
Bid2024-05-31 |
Ask2024-05-31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+2.33% |
0.880
Bid Size: 4,000 |
0.930
Ask Size: 4,000 |
DEUTZ AG O.N. |
4.40 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SW2BF8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.40 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.33 |
| Parity: |
0.87 |
| Time value: |
0.06 |
| Break-even: |
5.32 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.05 |
| Spread %: |
5.75% |
| Delta: |
0.89 |
| Theta: |
0.00 |
| Omega: |
5.11 |
| Rho: |
0.00 |
Quote data
| Open: |
0.830 |
| High: |
0.880 |
| Low: |
0.830 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-16.19% |
| 3 Months |
|
|
-38.46% |
| YTD |
|
|
+23.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.860 |
| 1M High / 1M Low: |
1.140 |
0.860 |
| 6M High / 6M Low: |
1.810 |
0.340 |
| High (YTD): |
2024-04-09 |
1.810 |
| Low (YTD): |
2024-01-17 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.974 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.020 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.114 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.36% |
| Volatility 6M: |
|
177.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
