Soc. Generale Call 8.5 TEG 21.06.2024
/ DE000SV7S381
Soc. Generale Call 8.5 TEG 21.06..../ DE000SV7S381 /
| 07/06/2024 21:35:53 |
Chg.-0.510 |
Bid21:57:15 |
Ask21:57:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.920EUR |
-9.39% |
-
Bid Size: - |
-
Ask Size: - |
TAG IMMOBILIEN AG |
8.50 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
SV7S38 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.50 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
21/06/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.17 |
| Intrinsic value: |
5.16 |
| Implied volatility: |
1.32 |
| Historic volatility: |
0.37 |
| Parity: |
5.16 |
| Time value: |
0.04 |
| Break-even: |
13.70 |
| Moneyness: |
1.61 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.15 |
| Spread %: |
2.97% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
2.57 |
| Rho: |
0.00 |
Quote data
| Open: |
5.230 |
| High: |
5.360 |
| Low: |
4.900 |
| Previous Close: |
5.430 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.89% |
| 1 Month |
|
|
-5.38% |
| 3 Months |
|
|
+29.82% |
| YTD |
|
|
-6.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.030 |
4.920 |
| 1M High / 1M Low: |
6.190 |
4.920 |
| 6M High / 6M Low: |
6.190 |
3.150 |
| High (YTD): |
22/05/2024 |
6.190 |
| Low (YTD): |
05/03/2024 |
3.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.650 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.690 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.435 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.76% |
| Volatility 6M: |
|
86.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
