Soc. Generale Call 4.6 DEZ 21.06.2024
/ DE000SW2BF92
Soc. Generale Call 4.6 DEZ 21.06..../ DE000SW2BF92 /
| 6/10/2024 6:11:53 PM |
Chg.+0.020 |
Bid7:50:04 AM |
Ask7:50:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+3.57% |
0.560
Bid Size: 5,400 |
0.650
Ask Size: 5,400 |
DEUTZ AG O.N. |
4.60 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
SW2BF9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.60 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
8/16/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.33 |
| Parity: |
0.54 |
| Time value: |
0.07 |
| Break-even: |
5.20 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.04 |
| Spread %: |
7.14% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
7.12 |
| Rho: |
0.00 |
Quote data
| Open: |
0.520 |
| High: |
0.600 |
| Low: |
0.500 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.33% |
| 1 Month |
|
|
-38.30% |
| 3 Months |
|
|
-51.26% |
| YTD |
|
|
+5.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.560 |
| 1M High / 1M Low: |
0.970 |
0.560 |
| 6M High / 6M Low: |
1.630 |
0.270 |
| High (YTD): |
4/9/2024 |
1.630 |
| Low (YTD): |
1/17/2024 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.773 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.969 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.25% |
| Volatility 6M: |
|
197.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
