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Soc. Generale Call 4.4 TNE5 20.09.../  DE000SW1ZET8  /

Frankfurt Zert./SG
05/08/2024  16:19:26 Chg.-0.008 Bid17:22:15 Ask17:22:15 Underlying Strike price Expiration date Option type
0.035EUR -18.60% 0.030
Bid Size: 100,000		 0.040
Ask Size: 100,000		 TELEFONICA INH. ... 4.40 EUR 20/09/2024 Call
 

Master data

WKN: SW1ZET
Issuer: Société Générale
Currency: EUR
Underlying: TELEFONICA INH. EO 1
Type: Warrant
Option type: Call
Strike price: 4.40 EUR
Maturity: 20/09/2024
Issue date: 08/08/2023
Last trading day: 19/09/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 77.77
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.17
Parity: -0.28
Time value: 0.05
Break-even: 4.45
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 0.85
Spread abs.: 0.01
Spread %: 23.26%
Delta: 0.26
Theta: 0.00
Omega: 19.95
Rho: 0.00
 

Quote data

Open: 0.019
High: 0.059
Low: 0.018
Previous Close: 0.043
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -46.97%
1 Month  
+20.69%
3 Months
  -68.18%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.073 0.043
1M High / 1M Low: 0.073 0.023
6M High / 6M Low: 0.150 0.023
High (YTD): 04/06/2024 0.150
Low (YTD): 09/07/2024 0.023
52W High: - -
52W Low: - -
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   0.059
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   512.53%
Volatility 6M:   296.68%
Volatility 1Y:   -
Volatility 3Y:   -