Soc. Generale Call 4.6 DEZ 20.09.2024
/ DE000SW2Z659
Soc. Generale Call 4.6 DEZ 20.09..../ DE000SW2Z659 /
| 2024-06-06 3:30:32 PM |
Chg.-0.080 |
Bid2024-06-06 |
Ask2024-06-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-8.99% |
0.810
Bid Size: 5,000 |
0.850
Ask Size: 5,000 |
DEUTZ AG O.N. |
4.60 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW2Z65 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.60 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.33 |
| Parity: |
0.67 |
| Time value: |
0.27 |
| Break-even: |
5.54 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.04 |
| Spread %: |
4.44% |
| Delta: |
0.76 |
| Theta: |
0.00 |
| Omega: |
4.25 |
| Rho: |
0.01 |
Quote data
| Open: |
0.880 |
| High: |
0.910 |
| Low: |
0.810 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.95% |
| 1 Month |
|
|
-19.80% |
| 3 Months |
|
|
-43.36% |
| YTD |
|
|
+14.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.830 |
| 1M High / 1M Low: |
1.160 |
0.830 |
| 6M High / 6M Low: |
1.780 |
0.400 |
| High (YTD): |
2024-04-11 |
1.780 |
| Low (YTD): |
2024-01-17 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.868 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.018 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.111 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.40% |
| Volatility 6M: |
|
148.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
