Soc. Generale Call 5.2 DEZ 21.06.2024
/ DE000SW1Q890
Soc. Generale Call 5.2 DEZ 21.06..../ DE000SW1Q890 /
| 2024-06-06 9:36:59 PM |
Chg.-0.070 |
Bid2024-06-06 |
Ask2024-06-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-35.00% |
0.130
Bid Size: 10,000 |
0.170
Ask Size: 10,000 |
DEUTZ AG O.N. |
5.20 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SW1Q89 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.20 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-01 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.33 |
| Parity: |
0.07 |
| Time value: |
0.17 |
| Break-even: |
5.44 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
0.03 |
| Spread %: |
14.29% |
| Delta: |
0.58 |
| Theta: |
-0.01 |
| Omega: |
12.75 |
| Rho: |
0.00 |
Quote data
| Open: |
0.190 |
| High: |
0.210 |
| Low: |
0.120 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.00% |
| 1 Month |
|
|
-61.76% |
| 3 Months |
|
|
-84.52% |
| YTD |
|
|
-58.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.160 |
| 1M High / 1M Low: |
0.470 |
0.160 |
| 6M High / 6M Low: |
1.160 |
0.150 |
| High (YTD): |
2024-04-11 |
1.160 |
| Low (YTD): |
2024-06-04 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.332 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.557 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.31% |
| Volatility 6M: |
|
246.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
