Soc. Generale Call 135 SIE 20.12.2024
/ DE000SN4AWB6
Soc. Generale Call 135 SIE 20.12..../ DE000SN4AWB6 /
| 15/11/2024 09:36:49 |
Chg.-0.29 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.31EUR |
-5.18% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
135.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SN4AWB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
01/07/2022 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.28 |
| Intrinsic value: |
5.24 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.23 |
| Parity: |
5.24 |
| Time value: |
0.08 |
| Break-even: |
188.20 |
| Moneyness: |
1.39 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.38% |
| Delta: |
0.97 |
| Theta: |
-0.04 |
| Omega: |
3.42 |
| Rho: |
0.12 |
Quote data
| Open: |
5.31 |
| High: |
5.31 |
| Low: |
5.31 |
| Previous Close: |
5.60 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.34% |
| 1 Month |
|
|
+7.93% |
| 3 Months |
|
|
+68.57% |
| YTD |
|
|
+32.75% |
| 1 Year |
|
|
+121.25% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.60 |
4.46 |
| 1M High / 1M Low: |
5.60 |
4.43 |
| 6M High / 6M Low: |
5.60 |
2.45 |
| High (YTD): |
13/05/2024 |
5.78 |
| Low (YTD): |
05/08/2024 |
2.45 |
| 52W High: |
13/05/2024 |
5.78 |
| 52W Low: |
20/11/2023 |
2.33 |
| Avg. price 1W: |
|
5.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.15 |
| Avg. volume 1Y: |
|
1.97 |
| Volatility 1M: |
|
131.43% |
| Volatility 6M: |
|
102.13% |
| Volatility 1Y: |
|
88.37% |
| Volatility 3Y: |
|
- |
