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

Frankfurt Zert./SG
18/10/2024  21:43:36 Chg.+0.150 Bid21:58:49 Ask21:58:49 Underlying Strike price Expiration date Option type
6.580EUR +2.33% 6.590
Bid Size: 4,000		 6.630
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: 2.80
Leverage: Yes

Calculated values

Fair value: 6.62
Intrinsic value: 6.56
Implied volatility: 0.43
Historic volatility: 0.24
Parity: 6.56
Time value: 0.07
Break-even: 186.30
Moneyness: 1.55
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 0.30%
Delta: 1.00
Theta: -0.01
Omega: 2.79
Rho: 0.20
 

Quote data

Open: 6.400
High: 6.640
Low: 6.390
Previous Close: 6.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.90%
1 Month  
+28.77%
3 Months  
+22.99%
YTD  
+23.68%
1 Year  
+216.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.630 6.240
1M High / 1M Low: 6.640 4.790
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:   6.436
Avg. volume 1W:   0.000
Avg. price 1M:   6.056
Avg. volume 1M:   0.000
Avg. price 6M:   5.527
Avg. volume 6M:   0.000
Avg. price 1Y:   5.118
Avg. volume 1Y:   0.000
Volatility 1M:   76.52%
Volatility 6M:   73.34%
Volatility 1Y:   73.39%
Volatility 3Y:   -