Soc. Generale Call 70 LEG 20.09.2024
/ DE000SW1ZR59
Soc. Generale Call 70 LEG 20.09.2.../ DE000SW1ZR59 /
| 2024-06-19 6:14:30 PM |
Chg.-0.140 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-14.58% |
-
Bid Size: - |
-
Ask Size: - |
LEG IMMOBILIEN SE NA... |
70.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZR5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LEG IMMOBILIEN SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.36 |
| Parity: |
0.52 |
| Time value: |
0.47 |
| Break-even: |
79.90 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
1.02% |
| Delta: |
0.68 |
| Theta: |
-0.04 |
| Omega: |
5.17 |
| Rho: |
0.11 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.820 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.00% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-10.87% |
| YTD |
|
|
-46.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.960 |
| 1M High / 1M Low: |
1.660 |
0.930 |
| 6M High / 6M Low: |
1.760 |
0.600 |
| High (YTD): |
2024-05-17 |
1.760 |
| Low (YTD): |
2024-02-29 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.322 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.102 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.10% |
| Volatility 6M: |
|
154.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
