Soc. Generale Call 5.2 DEZ 20.09.2024
/ DE000SW2Z683
Soc. Generale Call 5.2 DEZ 20.09..../ DE000SW2Z683 /
| 21/06/2024 18:17:28 |
Chg.-0.040 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-11.76% |
-
Bid Size: - |
-
Ask Size: - |
DEUTZ AG O.N. |
5.20 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
SW2Z68 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.20 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
01/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.33 |
| Parity: |
-0.25 |
| Time value: |
0.34 |
| Break-even: |
5.54 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
0.47 |
| Theta: |
0.00 |
| Omega: |
6.84 |
| Rho: |
0.00 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.300 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.23% |
| 1 Month |
|
|
-50.82% |
| 3 Months |
|
|
-65.12% |
| YTD |
|
|
-33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.300 |
| 1M High / 1M Low: |
0.670 |
0.300 |
| 6M High / 6M Low: |
1.300 |
0.280 |
| High (YTD): |
11/04/2024 |
1.300 |
| Low (YTD): |
17/01/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.332 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.450 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.745 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.01% |
| Volatility 6M: |
|
192.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
