Soc. Generale Call 4.2 DEZ 20.09.2024
/ DE000SW2Z634
Soc. Generale Call 4.2 DEZ 20.09..../ DE000SW2Z634 /
| 7/25/2024 6:21:21 PM |
Chg.-0.11 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
-9.02% |
-
Bid Size: - |
-
Ask Size: - |
DEUTZ AG O.N. |
4.20 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW2Z63 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.20 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
9/1/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.40 |
| Parity: |
1.12 |
| Time value: |
0.16 |
| Break-even: |
5.47 |
| Moneyness: |
1.27 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.04 |
| Spread %: |
3.25% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
3.54 |
| Rho: |
0.01 |
Quote data
| Open: |
1.10 |
| High: |
1.12 |
| Low: |
0.97 |
| Previous Close: |
1.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.83% |
| 1 Month |
|
|
-26.00% |
| 3 Months |
|
|
-28.85% |
| YTD |
|
|
+15.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.52 |
1.11 |
| 1M High / 1M Low: |
2.06 |
1.11 |
| 6M High / 6M Low: |
2.10 |
0.92 |
| High (YTD): |
4/11/2024 |
2.10 |
| Low (YTD): |
1/17/2024 |
0.64 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.54 |
| Avg. volume 6M: |
|
15.75 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.15% |
| Volatility 6M: |
|
171.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
