Soc. Generale Call 9 TEG 20.09.2024
/ DE000SW2LXJ7
Soc. Generale Call 9 TEG 20.09.20.../ DE000SW2LXJ7 /
| 19/06/2024 12:09:52 |
Chg.-0.16 |
Bid12:43:43 |
Ask12:43:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.26EUR |
-3.62% |
4.26
Bid Size: 1,000 |
4.35
Ask Size: 1,000 |
TAG IMMOBILIEN AG |
9.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
SW2LXJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
23/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.20 |
| Intrinsic value: |
4.10 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.38 |
| Parity: |
4.10 |
| Time value: |
0.50 |
| Break-even: |
13.60 |
| Moneyness: |
1.46 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.10 |
| Spread %: |
2.22% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
2.48 |
| Rho: |
0.02 |
Quote data
| Open: |
4.35 |
| High: |
4.35 |
| Low: |
4.22 |
| Previous Close: |
4.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.46% |
| 1 Month |
|
|
-28.04% |
| 3 Months |
|
|
+22.77% |
| YTD |
|
|
-16.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.98 |
4.39 |
| 1M High / 1M Low: |
6.01 |
4.39 |
| 6M High / 6M Low: |
6.01 |
3.15 |
| High (YTD): |
22/05/2024 |
6.01 |
| Low (YTD): |
05/03/2024 |
3.15 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.14% |
| Volatility 6M: |
|
85.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
