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Soc. Generale Call 130 SIE 20.12..../  DE000SN4AWA8  /

Frankfurt Zert./SG
10/07/2024  18:39:22 Chg.+0.280 Bid19:33:31 Ask19:33:31 Underlying Strike price Expiration date Option type
4.960EUR +5.98% 4.980
Bid Size: 4,000		 5.080
Ask Size: 4,000		 SIEMENS AG NA O.N. 130.00 EUR 20/12/2024 Call
 

Master data

WKN: SN4AWA
Issuer: Société Générale
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 130.00 EUR
Maturity: 20/12/2024
Issue date: 01/07/2022
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.67
Leverage: Yes

Calculated values

Fair value: 4.56
Intrinsic value: 4.33
Implied volatility: 0.37
Historic volatility: 0.23
Parity: 4.33
Time value: 0.39
Break-even: 177.20
Moneyness: 1.33
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.21%
Delta: 0.91
Theta: -0.03
Omega: 3.36
Rho: 0.50
 

Quote data

Open: 4.620
High: 5.020
Low: 4.620
Previous Close: 4.680
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.60%
1 Month  
+3.33%
3 Months  
+0.40%
YTD  
+11.46%
1 Year  
+71.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.060 4.680
1M High / 1M Low: 5.080 3.990
6M High / 6M Low: 6.200 3.450
High (YTD): 10/05/2024 6.200
Low (YTD): 17/01/2024 3.450
52W High: 10/05/2024 6.200
52W Low: 26/10/2023 1.060
Avg. price 1W:   4.966
Avg. volume 1W:   0.000
Avg. price 1M:   4.629
Avg. volume 1M:   0.000
Avg. price 6M:   4.844
Avg. volume 6M:   0.000
Avg. price 1Y:   3.709
Avg. volume 1Y:   0.000
Volatility 1M:   90.38%
Volatility 6M:   68.90%
Volatility 1Y:   86.26%
Volatility 3Y:   -