Soc. Generale Call 8 TEG/ DE000SV7S373 /
14/06/2024 13:09:59 | Chg.- | Bid22:00:34 | Ask22:00:34 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.12EUR | - | - Bid Size: - |
- Ask Size: - |
TAG IMMOBILIEN AG | 8.00 - | 21/06/2024 | Call |
Master data
WKN: | SV7S37 |
---|---|
Issuer: | Société Générale |
Currency: | EUR |
Underlying: | TAG IMMOBILIEN AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 8.00 - |
Maturity: | 21/06/2024 |
Issue date: | 21/06/2023 |
Last trading day: | 17/06/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 2.51 |
Leverage: | Yes |
Calculated values
Fair value: | 4.93 |
---|---|
Intrinsic value: | 4.93 |
Implied volatility: | 7.59 |
Historic volatility: | 0.38 |
Parity: | 4.93 |
Time value: | 0.22 |
Break-even: | 13.15 |
Moneyness: | 1.62 |
Premium: | 0.02 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | 0.92 |
Theta: | -0.38 |
Omega: | 2.31 |
Rho: | 0.00 |
Quote data
Open: | 5.22 |
---|---|
High: | 5.31 |
Low: | 5.12 |
Previous Close: | 5.28 |
Turnover: | 0.00 |
Market phase: | SU |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -20.50% | ||
3 Months | +13.53% | ||
YTD | -9.38% | ||
1 Year | +170.90% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.12 | 5.12 |
---|---|---|
1M High / 1M Low: | 6.71 | 5.12 |
6M High / 6M Low: | 6.71 | 3.61 |
High (YTD): | 22/05/2024 | 6.71 |
Low (YTD): | 15/03/2024 | 3.61 |
52W High: | 22/05/2024 | 6.71 |
52W Low: | 26/06/2023 | 1.75 |
Avg. price 1W: | 5.12 | |
Avg. volume 1W: | 0.00 | |
Avg. price 1M: | 5.96 | |
Avg. volume 1M: | 0.00 | |
Avg. price 6M: | 4.87 | |
Avg. volume 6M: | 0.00 | |
Avg. price 1Y: | 4.15 | |
Avg. volume 1Y: | 0.00 | |
Volatility 1M: | 81.20% | |
Volatility 6M: | 82.86% | |
Volatility 1Y: | 93.55% | |
Volatility 3Y: | - |