Soc. Generale Call 120 SIE 20.12.2024
/ DE000SN3EYV4
Soc. Generale Call 120 SIE 20.12..../ DE000SN3EYV4 /
15/08/2024 10:06:50 |
Chg.+0.020 |
Bid21:59:47 |
Ask21:59:47 |
Underlying |
Strike price |
Expiration date |
Option type |
4.230EUR |
+0.48% |
4.500 Bid Size: 4,000 |
4.610 Ask Size: 4,000 |
SIEMENS AG NA O.N. |
120.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
15/06/2022 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.09 |
Intrinsic value: |
3.93 |
Implied volatility: |
0.41 |
Historic volatility: |
0.24 |
Parity: |
3.93 |
Time value: |
0.33 |
Break-even: |
162.60 |
Moneyness: |
1.33 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.24% |
Delta: |
0.91 |
Theta: |
-0.03 |
Omega: |
3.40 |
Rho: |
0.36 |
Quote data
Open: |
4.230 |
High: |
4.230 |
Low: |
4.230 |
Previous Close: |
4.210 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.71% |
1 Month |
|
|
-33.07% |
3 Months |
|
|
-39.66% |
YTD |
|
|
-20.49% |
1 Year |
|
|
+47.39% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.210 |
3.950 |
1M High / 1M Low: |
6.390 |
3.660 |
6M High / 6M Low: |
7.140 |
3.660 |
High (YTD): |
10/05/2024 |
7.140 |
Low (YTD): |
07/08/2024 |
3.660 |
52W High: |
10/05/2024 |
7.140 |
52W Low: |
26/10/2023 |
1.520 |
Avg. price 1W: |
|
4.104 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.878 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.789 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.619 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
94.24% |
Volatility 6M: |
|
69.68% |
Volatility 1Y: |
|
76.48% |
Volatility 3Y: |
|
- |