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

Frankfurt Zert./SG
2024-06-28  9:37:02 PM Chg.+0.020 Bid9:58:12 PM Ask9:58:12 PM Underlying Strike price Expiration date Option type
5.650EUR +0.36% 5.680
Bid Size: 4,000		 5.790
Ask Size: 4,000		 SIEMENS AG NA O.N. 120.00 EUR 2024-12-20 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: 2024-12-20
Issue date: 2022-06-15
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.04
Leverage: Yes

Calculated values

Fair value: 5.57
Intrinsic value: 5.35
Implied volatility: 0.40
Historic volatility: 0.23
Parity: 5.35
Time value: 0.36
Break-even: 177.10
Moneyness: 1.45
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.35%
Delta: 0.94
Theta: -0.03
Omega: 2.85
Rho: 0.51
 

Quote data

Open: 5.700
High: 5.880
Low: 5.650
Previous Close: 5.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.78%
1 Month
  -5.36%
3 Months
  -8.13%
YTD  
+6.20%
1 Year  
+37.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.650 5.210
1M High / 1M Low: 6.180 4.880
6M High / 6M Low: 7.140 4.260
High (YTD): 2024-05-10 7.140
Low (YTD): 2024-01-17 4.260
52W High: 2024-05-10 7.140
52W Low: 2023-10-26 1.520
Avg. price 1W:   5.418
Avg. volume 1W:   0.000
Avg. price 1M:   5.577
Avg. volume 1M:   0.000
Avg. price 6M:   5.676
Avg. volume 6M:   0.000
Avg. price 1Y:   4.438
Avg. volume 1Y:   0.000
Volatility 1M:   77.20%
Volatility 6M:   60.98%
Volatility 1Y:   75.40%
Volatility 3Y:   -