Soc. Generale Call 5.6 TUI1 20.09.2024
/ DE000SW2PS26
Soc. Generale Call 5.6 TUI1 20.09.../ DE000SW2PS26 /
| 2024-07-12 9:23:08 AM |
Chg.+0.07 |
Bid11:47:17 AM |
Ask11:47:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
+5.74% |
1.29
Bid Size: 15,000 |
1.37
Ask Size: 15,000 |
TUI AG |
5.60 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW2PS2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TUI AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.60 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.42 |
| Parity: |
1.13 |
| Time value: |
0.20 |
| Break-even: |
6.93 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.08 |
| Spread %: |
6.40% |
| Delta: |
0.83 |
| Theta: |
0.00 |
| Omega: |
4.18 |
| Rho: |
0.01 |
Quote data
| Open: |
1.29 |
| High: |
1.29 |
| Low: |
1.29 |
| Previous Close: |
1.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.50% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-44.64% |
| YTD |
|
|
-38.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
1.20 |
| 1M High / 1M Low: |
1.73 |
1.13 |
| 6M High / 6M Low: |
2.58 |
1.05 |
| High (YTD): |
2024-04-10 |
2.58 |
| Low (YTD): |
2024-05-24 |
1.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.08% |
| Volatility 6M: |
|
135.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
