Soc. Generale Call 10 TEG 20.09.2024
/ DE000SW1ZDZ7
Soc. Generale Call 10 TEG 20.09.2.../ DE000SW1ZDZ7 /
| 7/12/2024 3:41:52 PM |
Chg.-0.020 |
Bid4:34:24 PM |
Ask7/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.150EUR |
-0.39% |
5.250
Bid Size: 1,000 |
-
Ask Size: - |
TAG IMMOBILIEN AG |
10.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW1ZDZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
8/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.22 |
| Intrinsic value: |
5.15 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.37 |
| Parity: |
5.15 |
| Time value: |
0.21 |
| Break-even: |
15.36 |
| Moneyness: |
1.52 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.12 |
| Spread %: |
2.29% |
| Delta: |
0.94 |
| Theta: |
0.00 |
| Omega: |
2.65 |
| Rho: |
0.02 |
Quote data
| Open: |
5.190 |
| High: |
5.190 |
| Low: |
5.100 |
| Previous Close: |
5.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.18% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
+73.99% |
| YTD |
|
|
+18.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.170 |
4.020 |
| 1M High / 1M Low: |
5.170 |
3.320 |
| 6M High / 6M Low: |
5.170 |
2.400 |
| High (YTD): |
7/11/2024 |
5.170 |
| Low (YTD): |
3/5/2024 |
2.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.905 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.553 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.84% |
| Volatility 6M: |
|
102.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
