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Soc. Generale Call 115 SIE 20.12..../  DE000SN4AV82  /

Frankfurt Zert./SG
02/08/2024  21:48:55 Chg.-0.470 Bid08:42:30 Ask08:42:30 Underlying Strike price Expiration date Option type
4.600EUR -9.27% 4.130
Bid Size: 4,000		 4.300
Ask Size: 4,000		 SIEMENS AG NA O.N. 115.00 - 20/12/2024 Call
 

Master data

WKN: SN4AV8
Issuer: Société Générale
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 20/12/2024
Issue date: 01/07/2022
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.42
Leverage: Yes

Calculated values

Fair value: 4.45
Intrinsic value: 4.28
Implied volatility: 0.42
Historic volatility: 0.24
Parity: 4.28
Time value: 0.33
Break-even: 161.10
Moneyness: 1.37
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.22%
Delta: 0.92
Theta: -0.03
Omega: 3.14
Rho: 0.38
 

Quote data

Open: 4.920
High: 4.930
Low: 4.540
Previous Close: 5.070
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.56%
1 Month
  -29.01%
3 Months
  -30.41%
YTD
  -20.14%
1 Year  
+8.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.670 4.600
1M High / 1M Low: 7.030 4.600
6M High / 6M Low: 7.630 4.600
High (YTD): 10/05/2024 7.630
Low (YTD): 02/08/2024 4.600
52W High: 10/05/2024 7.630
52W Low: 26/10/2023 1.790
Avg. price 1W:   5.292
Avg. volume 1W:   0.000
Avg. price 1M:   6.025
Avg. volume 1M:   0.000
Avg. price 6M:   6.321
Avg. volume 6M:   0.000
Avg. price 1Y:   5.032
Avg. volume 1Y:   0.000
Volatility 1M:   79.48%
Volatility 6M:   61.32%
Volatility 1Y:   71.63%
Volatility 3Y:   -