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Soc. Generale Call 3.4 TNE5 20.09.../  DE000SW1ZEN1  /

Frankfurt Zert./SG
9/11/2024  11:01:57 AM Chg.+0.030 Bid11:57:03 AM Ask11:57:03 AM Underlying Strike price Expiration date Option type
0.780EUR +4.00% 0.780
Bid Size: 40,000		 0.790
Ask Size: 40,000		 TELEFONICA INH. ... 3.40 EUR 9/20/2024 Call
 

Master data

WKN: SW1ZEN
Issuer: Société Générale
Currency: EUR
Underlying: TELEFONICA INH. EO 1
Type: Warrant
Option type: Call
Strike price: 3.40 EUR
Maturity: 9/20/2024
Issue date: 8/8/2023
Last trading day: 9/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.29
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.78
Implied volatility: 0.79
Historic volatility: 0.17
Parity: 0.78
Time value: 0.01
Break-even: 4.19
Moneyness: 1.23
Premium: 0.00
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.28%
Delta: 0.96
Theta: 0.00
Omega: 5.07
Rho: 0.00
 

Quote data

Open: 0.730
High: 0.780
Low: 0.730
Previous Close: 0.750
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.63%
1 Month  
+25.81%
3 Months
  -9.30%
YTD  
+122.86%
1 Year  
+21.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.750
1M High / 1M Low: 0.800 0.600
6M High / 6M Low: 1.030 0.520
High (YTD): 6/4/2024 1.030
Low (YTD): 2/9/2024 0.320
52W High: 6/4/2024 1.030
52W Low: 2/9/2024 0.320
Avg. price 1W:   0.772
Avg. volume 1W:   0.000
Avg. price 1M:   0.690
Avg. volume 1M:   0.000
Avg. price 6M:   0.699
Avg. volume 6M:   0.000
Avg. price 1Y:   0.602
Avg. volume 1Y:   0.000
Volatility 1M:   71.52%
Volatility 6M:   93.13%
Volatility 1Y:   93.26%
Volatility 3Y:   -