Soc. Generale Call 4.6 DEZ 20.09.2024
/ DE000SW2Z659
Soc. Generale Call 4.6 DEZ 20.09..../ DE000SW2Z659 /
| 6/21/2024 6:17:31 PM |
Chg.-0.060 |
Bid8:03:13 PM |
Ask8:03:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-8.70% |
0.640
Bid Size: 5,000 |
0.690
Ask Size: 5,000 |
DEUTZ AG O.N. |
4.60 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
9/1/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.33 |
| Parity: |
0.44 |
| Time value: |
0.30 |
| Break-even: |
5.33 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.04 |
| Spread %: |
5.80% |
| Delta: |
0.70 |
| Theta: |
0.00 |
| Omega: |
4.86 |
| Rho: |
0.01 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.630 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-32.26% |
| 3 Months |
|
|
-51.16% |
| YTD |
|
|
-11.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.630 |
| 1M High / 1M Low: |
1.110 |
0.630 |
| 6M High / 6M Low: |
1.770 |
0.450 |
| High (YTD): |
4/11/2024 |
1.770 |
| Low (YTD): |
1/17/2024 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.674 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.842 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.136 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.80% |
| Volatility 6M: |
|
144.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
