Soc. Generale Call 5.6 DEZ 20.09.2024
/ DE000SW2Z7A4
Soc. Generale Call 5.6 DEZ 20.09..../ DE000SW2Z7A4 /
| 5/17/2024 6:19:37 PM |
Chg.-0.080 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-15.38% |
-
Bid Size: - |
-
Ask Size: - |
DEUTZ AG O.N. |
5.60 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW2Z7A |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.60 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
9/1/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.33 |
| Parity: |
-0.12 |
| Time value: |
0.53 |
| Break-even: |
6.13 |
| Moneyness: |
0.98 |
| Premium: |
0.12 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
3.92% |
| Delta: |
0.54 |
| Theta: |
0.00 |
| Omega: |
5.57 |
| Rho: |
0.01 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.440 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.00% |
| 1 Month |
|
|
-35.29% |
| 3 Months |
|
|
-40.54% |
| YTD |
|
|
+33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.470 |
| 1M High / 1M Low: |
0.680 |
0.370 |
| 6M High / 6M Low: |
1.020 |
0.190 |
| High (YTD): |
4/11/2024 |
1.020 |
| Low (YTD): |
1/17/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.522 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.532 |
| Avg. volume 6M: |
|
48.387 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.25% |
| Volatility 6M: |
|
194.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
