Soc. Generale Call 70 LEG 20.09.2024
/ DE000SW1ZR59
Soc. Generale Call 70 LEG 20.09.2.../ DE000SW1ZR59 /
| 2024-07-12 6:09:23 PM |
Chg.+0.03 |
Bid6:49:25 PM |
Ask6:49:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.47EUR |
+2.08% |
1.48
Bid Size: 2,100 |
1.55
Ask Size: 2,100 |
LEG IMMOBILIEN SE NA... |
70.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZR5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LEG IMMOBILIEN SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.36 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.35 |
| Parity: |
1.36 |
| Time value: |
0.12 |
| Break-even: |
84.80 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.37% |
| Delta: |
0.90 |
| Theta: |
-0.02 |
| Omega: |
5.06 |
| Rho: |
0.12 |
Quote data
| Open: |
1.45 |
| High: |
1.49 |
| Low: |
1.45 |
| Previous Close: |
1.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.54% |
| 1 Month |
|
|
+31.25% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
-3.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
0.92 |
| 1M High / 1M Low: |
1.44 |
0.82 |
| 6M High / 6M Low: |
1.76 |
0.60 |
| High (YTD): |
2024-05-17 |
1.76 |
| Low (YTD): |
2024-02-29 |
0.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.74% |
| Volatility 6M: |
|
165.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
