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Soc. Generale Call 13 TEG 20.09.2.../  DE000SW1ZD55  /

EUWAX
2024-08-09  11:05:11 AM Chg.+0.28 Bid11:32:06 AM Ask11:32:06 AM Underlying Strike price Expiration date Option type
1.84EUR +17.95% 1.83
Bid Size: 1,700		 -
Ask Size: -		 TAG IMMOBILIEN AG 13.00 EUR 2024-09-20 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: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.51
Leverage: Yes

Calculated values

Fair value: 1.28
Intrinsic value: 0.95
Implied volatility: 0.59
Historic volatility: 0.36
Parity: 0.95
Time value: 0.69
Break-even: 14.64
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 0.52
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.68
Theta: -0.01
Omega: 5.81
Rho: 0.01
 

Quote data

Open: 1.50
High: 1.84
Low: 1.50
Previous Close: 1.56
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.16%
1 Month  
+3.95%
3 Months
  -9.36%
YTD
  -23.01%
1 Year  
+76.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.90 1.56
1M High / 1M Low: 2.64 1.56
6M High / 6M Low: 2.76 0.98
High (YTD): 2024-05-22 2.76
Low (YTD): 2024-03-15 0.98
52W High: 2024-05-22 2.76
52W Low: 2023-10-20 0.70
Avg. price 1W:   1.70
Avg. volume 1W:   0.00
Avg. price 1M:   1.96
Avg. volume 1M:   0.00
Avg. price 6M:   1.65
Avg. volume 6M:   0.00
Avg. price 1Y:   1.57
Avg. volume 1Y:   0.00
Volatility 1M:   159.41%
Volatility 6M:   152.51%
Volatility 1Y:   157.01%
Volatility 3Y:   -