Soc. Generale Call 4.8 TUI1 20.09.2024
/ DE000SW31NN2
Soc. Generale Call 4.8 TUI1 20.09.../ DE000SW31NN2 /
| 9/13/2024 9:53:43 AM |
Chg.+0.280 |
Bid6:57:30 PM |
Ask6:57:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+37.84% |
0.890
Bid Size: 4,000 |
1.410
Ask Size: 4,000 |
TUI AG |
4.80 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW31NN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TUI AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.80 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
9/27/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
1.22 |
| Historic volatility: |
0.42 |
| Parity: |
1.05 |
| Time value: |
0.06 |
| Break-even: |
5.91 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.12 |
| Spread %: |
12.12% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
4.73 |
| Rho: |
0.00 |
Quote data
| Open: |
1.020 |
| High: |
1.020 |
| Low: |
1.020 |
| Previous Close: |
0.740 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+41.67% |
| 3 Months |
|
|
-54.67% |
| YTD |
|
|
-61.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.730 |
| 1M High / 1M Low: |
1.130 |
0.720 |
| 6M High / 6M Low: |
3.120 |
0.670 |
| High (YTD): |
4/9/2024 |
3.120 |
| Low (YTD): |
8/5/2024 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.889 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.759 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.60% |
| Volatility 6M: |
|
141.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
