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Soc. Generale Call 105 SIE 20.12..../  DE000SN4AV66  /

EUWAX
02/08/2024  10:15:09 Chg.- Bid08:26:13 Ask08:26:13 Underlying Strike price Expiration date Option type
5.85EUR - 5.01
Bid Size: 4,000		 5.22
Ask Size: 4,000		 SIEMENS AG NA O.N. 105.00 EUR 20/12/2024 Call
 

Master data

WKN: SN4AV6
Issuer: Société Générale
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 105.00 EUR
Maturity: 20/12/2024
Issue date: 01/07/2022
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.84
Leverage: Yes

Calculated values

Fair value: 5.42
Intrinsic value: 5.28
Implied volatility: 0.48
Historic volatility: 0.24
Parity: 5.28
Time value: 0.27
Break-even: 160.50
Moneyness: 1.50
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.36%
Delta: 0.94
Theta: -0.03
Omega: 2.68
Rho: 0.36
 

Quote data

Open: 5.85
High: 5.85
Low: 5.85
Previous Close: 6.43
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.69%
1 Month
  -24.52%
3 Months
  -20.84%
YTD
  -11.23%
1 Year  
+16.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.72 5.85
1M High / 1M Low: 7.96 5.85
6M High / 6M Low: 8.61 5.85
High (YTD): 13/05/2024 8.61
Low (YTD): 17/01/2024 5.51
52W High: 13/05/2024 8.61
52W Low: 26/10/2023 2.41
Avg. price 1W:   6.44
Avg. volume 1W:   0.00
Avg. price 1M:   7.08
Avg. volume 1M:   0.00
Avg. price 6M:   7.31
Avg. volume 6M:   0.00
Avg. price 1Y:   5.92
Avg. volume 1Y:   2.36
Volatility 1M:   66.97%
Volatility 6M:   55.00%
Volatility 1Y:   62.40%
Volatility 3Y:   -