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Soc. Generale Call 120 SIE 20.12..../  DE000SN3EYV4  /

Frankfurt Zert./SG
8/16/2024  11:50:18 AM Chg.+0.310 Bid9:59:29 PM Ask9:59:29 PM Underlying Strike price Expiration date Option type
4.540EUR +7.33% 4.480
Bid Size: 4,000		 4.600
Ask Size: 4,000		 SIEMENS AG NA O.N. 120.00 EUR 12/20/2024 Call
 

Master data

WKN: SN3EYV
Issuer: Société Générale
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 120.00 EUR
Maturity: 12/20/2024
Issue date: 6/15/2022
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.54
Leverage: Yes

Calculated values

Fair value: 4.43
Intrinsic value: 4.27
Implied volatility: 0.43
Historic volatility: 0.24
Parity: 4.27
Time value: 0.32
Break-even: 165.90
Moneyness: 1.36
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.22%
Delta: 0.92
Theta: -0.03
Omega: 3.25
Rho: 0.36
 

Quote data

Open: 4.540
High: 4.540
Low: 4.540
Previous Close: 4.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.78%
1 Month
  -28.95%
3 Months
  -22.79%
YTD
  -14.66%
1 Year  
+57.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.230 3.950
1M High / 1M Low: 6.390 3.660
6M High / 6M Low: 7.140 3.660
High (YTD): 5/10/2024 7.140
Low (YTD): 8/7/2024 3.660
52W High: 5/10/2024 7.140
52W Low: 10/26/2023 1.520
Avg. price 1W:   4.110
Avg. volume 1W:   0.000
Avg. price 1M:   4.787
Avg. volume 1M:   0.000
Avg. price 6M:   5.781
Avg. volume 6M:   0.000
Avg. price 1Y:   4.624
Avg. volume 1Y:   0.000
Volatility 1M:   94.04%
Volatility 6M:   69.51%
Volatility 1Y:   76.48%
Volatility 3Y:   -