Soc. Generale Call 4.6 TNE5 20.09.2024
/ DE000SW1ZEU6
Soc. Generale Call 4.6 TNE5 20.09.../ DE000SW1ZEU6 /
| 2024-06-25 8:10:26 AM |
Chg.0.000 |
Bid4:06:27 PM |
Ask4:06:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.026EUR |
0.00% |
0.019
Bid Size: 125,000 |
0.029
Ask Size: 125,000 |
TELEFONICA INH. ... |
4.60 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZEU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TELEFONICA INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.60 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
111.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
-0.49 |
| Time value: |
0.04 |
| Break-even: |
4.64 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.01 |
| Spread %: |
37.04% |
| Delta: |
0.17 |
| Theta: |
0.00 |
| Omega: |
18.90 |
| Rho: |
0.00 |
Quote data
| Open: |
0.026 |
| High: |
0.026 |
| Low: |
0.026 |
| Previous Close: |
0.026 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-10.34% |
| 3 Months |
|
|
-25.71% |
| YTD |
|
|
-13.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.026 |
0.022 |
| 1M High / 1M Low: |
0.078 |
0.020 |
| 6M High / 6M Low: |
0.078 |
0.020 |
| High (YTD): |
2024-06-05 |
0.078 |
| Low (YTD): |
2024-06-14 |
0.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.037 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
370.83% |
| Volatility 6M: |
|
249.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
