Soc. Generale Call 4 DEZ 20.09.2024
/ DE000SW26EL5
Soc. Generale Call 4 DEZ 20.09.20.../ DE000SW26EL5 /
| 8/30/2024 12:23:49 PM |
Chg.+0.030 |
Bid1:12:47 PM |
Ask1:12:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+4.41% |
0.720
Bid Size: 4,200 |
0.780
Ask Size: 4,200 |
DEUTZ AG O.N. |
4.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW26EL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
9/7/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.40 |
| Parity: |
0.68 |
| Time value: |
0.08 |
| Break-even: |
4.76 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.06 |
| Spread %: |
8.57% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
5.21 |
| Rho: |
0.00 |
Quote data
| Open: |
0.680 |
| High: |
0.710 |
| Low: |
0.680 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.43% |
| 1 Month |
|
|
-46.21% |
| 3 Months |
|
|
-47.41% |
| YTD |
|
|
-35.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.650 |
| 1M High / 1M Low: |
1.320 |
0.560 |
| 6M High / 6M Low: |
2.290 |
0.560 |
| High (YTD): |
4/11/2024 |
2.290 |
| Low (YTD): |
8/12/2024 |
0.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.763 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.501 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.68% |
| Volatility 6M: |
|
161.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
