Soc. Generale Call 70 LEG 20.09.2024
/ DE000SW1ZR59
Soc. Generale Call 70 LEG 20.09.2.../ DE000SW1ZR59 /
| 28/06/2024 18:09:34 |
Chg.+0.010 |
Bid22:00:45 |
Ask22:00:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+1.06% |
-
Bid Size: - |
-
Ask Size: - |
LEG IMMOBILIEN SE NA... |
70.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
08/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.36 |
| Parity: |
0.63 |
| Time value: |
0.38 |
| Break-even: |
80.10 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
1.00% |
| Delta: |
0.71 |
| Theta: |
-0.04 |
| Omega: |
5.36 |
| Rho: |
0.10 |
Quote data
| Open: |
0.980 |
| High: |
1.020 |
| Low: |
0.950 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.95% |
| 1 Month |
|
|
-33.57% |
| 3 Months |
|
|
-26.92% |
| YTD |
|
|
-37.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.830 |
| 1M High / 1M Low: |
1.600 |
0.820 |
| 6M High / 6M Low: |
1.760 |
0.600 |
| High (YTD): |
17/05/2024 |
1.760 |
| Low (YTD): |
29/02/2024 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.896 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.099 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.069 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.47% |
| Volatility 6M: |
|
158.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
