Soc. Generale Call 3.4 TNE5 20.09.2024
/ DE000SW1ZEN1
Soc. Generale Call 3.4 TNE5 20.09.../ DE000SW1ZEN1 /
| 10/07/2024 21:44:48 |
Chg.+0.080 |
Bid21:55:16 |
Ask21:55:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
+14.04% |
0.650
Bid Size: 4,700 |
0.680
Ask Size: 4,700 |
TELEFONICA INH. ... |
3.40 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
08/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
0.53 |
| Time value: |
0.06 |
| Break-even: |
3.99 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.72% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
5.88 |
| Rho: |
0.01 |
Quote data
| Open: |
0.560 |
| High: |
0.650 |
| Low: |
0.560 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.07% |
| 1 Month |
|
|
-29.35% |
| 3 Months |
|
|
+8.33% |
| YTD |
|
|
+85.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.570 |
| 1M High / 1M Low: |
0.920 |
0.550 |
| 6M High / 6M Low: |
1.030 |
0.320 |
| High (YTD): |
04/06/2024 |
1.030 |
| Low (YTD): |
09/02/2024 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.672 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.621 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.13% |
| Volatility 6M: |
|
92.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
