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

EUWAX
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:   -