Soc. Generale Call 4.4 DEZ 20.09.2024
/ DE000SW2Z642
Soc. Generale Call 4.4 DEZ 20.09..../ DE000SW2Z642 /
| 2024-07-26 9:47:35 PM |
Chg.+0.040 |
Bid9:56:47 PM |
Ask9:56:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+4.21% |
0.990
Bid Size: 4,000 |
1.050
Ask Size: 4,000 |
DEUTZ AG O.N. |
4.40 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW2Z64 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.40 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.40 |
| Parity: |
0.82 |
| Time value: |
0.18 |
| Break-even: |
5.39 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
3.13% |
| Delta: |
0.80 |
| Theta: |
0.00 |
| Omega: |
4.24 |
| Rho: |
0.00 |
Quote data
| Open: |
0.950 |
| High: |
1.030 |
| Low: |
0.950 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.16% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-29.29% |
| YTD |
|
|
+17.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.340 |
0.950 |
| 1M High / 1M Low: |
1.870 |
0.950 |
| 6M High / 6M Low: |
1.960 |
0.770 |
| High (YTD): |
2024-04-11 |
1.960 |
| Low (YTD): |
2024-01-17 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.390 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.373 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.40% |
| Volatility 6M: |
|
198.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
