Soc. Generale Call 5 TNE5 20.09.2024
/ DE000SW2TMF1
Soc. Generale Call 5 TNE5 20.09.2.../ DE000SW2TMF1 /
| 8/5/2024 9:48:39 AM |
Chg.+0.027 |
Bid10:17:18 AM |
Ask10:17:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.038EUR |
+245.45% |
0.035
Bid Size: 100,000 |
0.045
Ask Size: 100,000 |
TELEFONICA INH. ... |
5.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW2TMF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TELEFONICA INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
8/29/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
206.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.17 |
| Parity: |
-0.88 |
| Time value: |
0.02 |
| Break-even: |
5.02 |
| Moneyness: |
0.82 |
| Premium: |
0.22 |
| Premium p.a.: |
3.78 |
| Spread abs.: |
0.01 |
| Spread %: |
150.00% |
| Delta: |
0.08 |
| Theta: |
0.00 |
| Omega: |
17.52 |
| Rho: |
0.00 |
Quote data
| Open: |
0.038 |
| High: |
0.038 |
| Low: |
0.038 |
| Previous Close: |
0.011 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+216.67% |
| 1 Month |
|
|
+442.86% |
| 3 Months |
|
|
+80.95% |
| YTD |
|
|
+137.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.012 |
0.005 |
| 1M High / 1M Low: |
0.014 |
0.001 |
| 6M High / 6M Low: |
0.028 |
0.001 |
| High (YTD): |
2/22/2024 |
0.028 |
| Low (YTD): |
7/17/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.008 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.013 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,666.10% |
| Volatility 6M: |
|
733.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
