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: |
|
- |