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

EUWAX
2024-10-11  2:45:12 PM Chg.+0.35 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
6.55EUR +5.65% -
Bid Size: -		 -
Ask Size: -		 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: 2.79
Leverage: Yes

Calculated values

Fair value: 6.66
Intrinsic value: 6.58
Implied volatility: 0.37
Historic volatility: 0.24
Parity: 6.58
Time value: 0.08
Break-even: 186.60
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: 2.78
Rho: 0.22
 

Quote data

Open: 6.55
High: 6.55
Low: 6.55
Previous Close: 6.20
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.62%
1 Month  
+44.91%
3 Months  
+7.03%
YTD  
+25.48%
1 Year  
+153.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.55 6.16
1M High / 1M Low: 6.55 4.52
6M High / 6M Low: 7.20 3.68
High (YTD): 2024-05-13 7.20
Low (YTD): 2024-08-05 3.68
52W High: 2024-05-13 7.20
52W Low: 2023-10-27 1.54
Avg. price 1W:   6.33
Avg. volume 1W:   0.00
Avg. price 1M:   5.52
Avg. volume 1M:   0.00
Avg. price 6M:   5.50
Avg. volume 6M:   0.00
Avg. price 1Y:   5.04
Avg. volume 1Y:   0.00
Volatility 1M:   69.79%
Volatility 6M:   72.54%
Volatility 1Y:   73.11%
Volatility 3Y:   -