Soc. Generale Call 3.4 TNE5 20.09.2024
/ DE000SW1ZEN1
Soc. Generale Call 3.4 TNE5 20.09.../ DE000SW1ZEN1 /
10/09/2024 08:12:13 |
Chg.-0.040 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.730EUR |
-5.19% |
- Bid Size: - |
- Ask Size: - |
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: |
5.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.81 |
Implied volatility: |
0.58 |
Historic volatility: |
0.17 |
Parity: |
0.81 |
Time value: |
0.01 |
Break-even: |
4.21 |
Moneyness: |
1.24 |
Premium: |
0.00 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
1.25% |
Delta: |
0.99 |
Theta: |
0.00 |
Omega: |
5.13 |
Rho: |
0.00 |
Quote data
Open: |
0.730 |
High: |
0.730 |
Low: |
0.730 |
Previous Close: |
0.770 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.39% |
1 Month |
|
|
+19.67% |
3 Months |
|
|
-19.78% |
YTD |
|
|
+102.78% |
1 Year |
|
|
+21.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.680 |
1M High / 1M Low: |
0.770 |
0.600 |
6M High / 6M Low: |
1.030 |
0.480 |
High (YTD): |
05/06/2024 |
1.030 |
Low (YTD): |
19/02/2024 |
0.330 |
52W High: |
05/06/2024 |
1.030 |
52W Low: |
19/02/2024 |
0.330 |
Avg. price 1W: |
|
0.732 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.659 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.688 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.595 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
81.00% |
Volatility 6M: |
|
125.89% |
Volatility 1Y: |
|
112.26% |
Volatility 3Y: |
|
- |