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Soc. Generale Call 15 TEG 20.12.2.../  DE000SW1BX83  /

Frankfurt Zert./SG
09/08/2024  13:13:35 Chg.+0.140 Bid14:00:04 Ask- Underlying Strike price Expiration date Option type
1.320EUR +11.86% 1.310
Bid Size: 2,300		 -
Ask Size: -		 TAG IMMOBILIEN AG 15.00 EUR 20/12/2024 Call
 

Master data

WKN: SW1BX8
Issuer: Société Générale
Currency: EUR
Underlying: TAG IMMOBILIEN AG
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 20/12/2024
Issue date: 21/07/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 11.43
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.36
Parity: -1.05
Time value: 1.22
Break-even: 16.22
Moneyness: 0.93
Premium: 0.16
Premium p.a.: 0.51
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.47
Theta: -0.01
Omega: 5.40
Rho: 0.02
 

Quote data

Open: 1.180
High: 1.330
Low: 1.180
Previous Close: 1.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month  
+2.33%
3 Months
  -15.92%
YTD
  -29.79%
1 Year  
+38.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.440 1.180
1M High / 1M Low: 1.970 1.180
6M High / 6M Low: 2.060 0.830
High (YTD): 16/05/2024 2.060
Low (YTD): 05/03/2024 0.830
52W High: 16/05/2024 2.060
52W Low: 19/10/2023 0.580
Avg. price 1W:   1.270
Avg. volume 1W:   0.000
Avg. price 1M:   1.463
Avg. volume 1M:   0.000
Avg. price 6M:   1.274
Avg. volume 6M:   0.000
Avg. price 1Y:   1.240
Avg. volume 1Y:   0.000
Volatility 1M:   155.00%
Volatility 6M:   136.23%
Volatility 1Y:   137.14%
Volatility 3Y:   -