Soc. Generale Call 4 DEZ 20.12.2024
/ DE000SW26EM3
Soc. Generale Call 4 DEZ 20.12.20.../ DE000SW26EM3 /
| 07/06/2024 18:11:44 |
Chg.- |
Bid08:06:11 |
Ask08:06:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.40EUR |
- |
1.37
Bid Size: 4,000 |
1.44
Ask Size: 4,000 |
DEUTZ AG O.N. |
4.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SW26EM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
07/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.33 |
| Parity: |
1.14 |
| Time value: |
0.32 |
| Break-even: |
5.45 |
| Moneyness: |
1.28 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
2.84% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
2.89 |
| Rho: |
0.01 |
Quote data
| Open: |
1.42 |
| High: |
1.44 |
| Low: |
1.40 |
| Previous Close: |
1.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.50% |
| 1 Month |
|
|
-19.54% |
| 3 Months |
|
|
-31.71% |
| YTD |
|
|
+17.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.40 |
| 1M High / 1M Low: |
1.78 |
1.40 |
| 6M High / 6M Low: |
2.36 |
0.77 |
| High (YTD): |
11/04/2024 |
2.36 |
| Low (YTD): |
17/01/2024 |
0.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.68 |
| Avg. volume 6M: |
|
40.32 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.54% |
| Volatility 6M: |
|
108.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
