Soc. Generale Call 13 TEG 20.09.2024
/ DE000SW1ZD55
Soc. Generale Call 13 TEG 20.09.2.../ DE000SW1ZD55 /
7/12/2024 7:08:29 PM |
Chg.-0.060 |
Bid7:31:32 PM |
Ask7/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
2.620EUR |
-2.24% |
2.630 Bid Size: 1,200 |
- Ask Size: - |
TAG IMMOBILIEN AG |
13.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
SW1ZD5 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
TAG IMMOBILIEN AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
13.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
8/8/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.43 |
Intrinsic value: |
2.15 |
Implied volatility: |
0.54 |
Historic volatility: |
0.37 |
Parity: |
2.15 |
Time value: |
0.57 |
Break-even: |
15.72 |
Moneyness: |
1.17 |
Premium: |
0.04 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.05 |
Spread %: |
1.87% |
Delta: |
0.79 |
Theta: |
-0.01 |
Omega: |
4.39 |
Rho: |
0.02 |
Quote data
Open: |
2.710 |
High: |
2.710 |
Low: |
2.540 |
Previous Close: |
2.680 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+48.86% |
1 Month |
|
|
+39.36% |
3 Months |
|
|
+113.01% |
YTD |
|
|
+10.55% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.680 |
1.610 |
1M High / 1M Low: |
2.680 |
1.280 |
6M High / 6M Low: |
2.750 |
0.960 |
High (YTD): |
5/16/2024 |
2.750 |
Low (YTD): |
3/5/2024 |
0.960 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.022 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.649 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.607 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
196.52% |
Volatility 6M: |
|
161.41% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |