Soc. Generale Call 120 SIE 20.12.2024
/ DE000SN3EYV4
Soc. Generale Call 120 SIE 20.12..../ DE000SN3EYV4 /
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: |
|
- |