OverviewChartNewsTraderScreen

Soc. Generale Call 110 SIE 20.12..../  DE000SN4AV74  /

EUWAX
7/10/2024  3:35:52 PM Chg.-0.03 Bid5:36:06 PM Ask5:36:06 PM Underlying Strike price Expiration date Option type
6.80EUR -0.44% 6.87
Bid Size: 4,000		 6.98
Ask Size: 4,000		 SIEMENS AG NA O.N. 110.00 EUR 12/20/2024 Call
 

Master data

WKN: SN4AV7
Issuer: Société Générale
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 110.00 EUR
Maturity: 12/20/2024
Issue date: 7/1/2022
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.62
Leverage: Yes

Calculated values

Fair value: 6.50
Intrinsic value: 6.33
Implied volatility: 0.46
Historic volatility: 0.23
Parity: 6.33
Time value: 0.29
Break-even: 176.20
Moneyness: 1.58
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.30%
Delta: 0.95
Theta: -0.03
Omega: 2.49
Rho: 0.44
 

Quote data

Open: 6.60
High: 6.80
Low: 6.60
Previous Close: 6.83
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.30%
1 Month  
+2.10%
3 Months
  -4.49%
YTD  
+10.93%
1 Year  
+57.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.26 6.78
1M High / 1M Low: 7.26 6.04
6M High / 6M Low: 8.12 5.06
High (YTD): 5/13/2024 8.12
Low (YTD): 1/17/2024 5.06
52W High: 5/13/2024 8.12
52W Low: 10/26/2023 2.08
Avg. price 1W:   6.97
Avg. volume 1W:   0.00
Avg. price 1M:   6.56
Avg. volume 1M:   0.00
Avg. price 6M:   6.70
Avg. volume 6M:   0.00
Avg. price 1Y:   5.35
Avg. volume 1Y:   0.00
Volatility 1M:   61.50%
Volatility 6M:   54.40%
Volatility 1Y:   65.42%
Volatility 3Y:   -