Soc. Generale Call 5.2 TUI1 20.09.2024
/ DE000SW23F18
Soc. Generale Call 5.2 TUI1 20.09.../ DE000SW23F18 /
| 7/12/2024 12:05:16 PM |
Chg.+0.100 |
Bid12:17:29 PM |
Ask12:17:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.620EUR |
+6.58% |
1.610
Bid Size: 10,000 |
1.720
Ask Size: 10,000 |
TUI AG |
5.20 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW23F1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TUI AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.20 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
9/5/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.42 |
| Parity: |
1.53 |
| Time value: |
0.15 |
| Break-even: |
6.88 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.10 |
| Spread %: |
6.33% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
3.52 |
| Rho: |
0.01 |
Quote data
| Open: |
1.500 |
| High: |
1.630 |
| Low: |
1.500 |
| Previous Close: |
1.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.71% |
| 1 Month |
|
|
-19.00% |
| 3 Months |
|
|
-29.87% |
| YTD |
|
|
-31.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.540 |
1.400 |
| 1M High / 1M Low: |
2.000 |
1.370 |
| 6M High / 6M Low: |
2.830 |
1.330 |
| High (YTD): |
4/8/2024 |
2.830 |
| Low (YTD): |
5/31/2024 |
1.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.490 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.627 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.798 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.90% |
| Volatility 6M: |
|
119.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
