Soc. Generale Call 125 SIE 20.12.2024
/ DE000SN4AV90
Soc. Generale Call 125 SIE 20.12..../ DE000SN4AV90 /
| 11/10/2024 16:09:59 |
Chg.+0.40 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.12EUR |
+6.99% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
125.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SN4AV9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
01/07/2022 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.16 |
| Intrinsic value: |
6.08 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.24 |
| Parity: |
6.08 |
| Time value: |
0.10 |
| Break-even: |
186.80 |
| Moneyness: |
1.49 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.32% |
| Delta: |
0.99 |
| Theta: |
-0.02 |
| Omega: |
2.96 |
| Rho: |
0.23 |
Quote data
| Open: |
6.12 |
| High: |
6.12 |
| Low: |
6.12 |
| Previous Close: |
5.72 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.26% |
| 1 Month |
|
|
+46.06% |
| 3 Months |
|
|
+6.43% |
| YTD |
|
|
+26.97% |
| 1 Year |
|
|
+195.65% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.12 |
5.59 |
| 1M High / 1M Low: |
6.12 |
4.08 |
| 6M High / 6M Low: |
6.70 |
3.26 |
| High (YTD): |
13/05/2024 |
6.70 |
| Low (YTD): |
05/08/2024 |
3.26 |
| 52W High: |
13/05/2024 |
6.70 |
| 52W Low: |
26/10/2023 |
1.27 |
| Avg. price 1W: |
|
5.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.63 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
79.07% |
| Volatility 6M: |
|
81.87% |
| Volatility 1Y: |
|
81.90% |
| Volatility 3Y: |
|
- |
