Soc. Generale Call 9.5 TEG 20.09.2024
/ DE000SW1ZDY0
Soc. Generale Call 9.5 TEG 20.09..../ DE000SW1ZDY0 /
| 2024-07-25 9:38:34 PM |
Chg.-0.210 |
Bid9:55:40 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.500EUR |
-4.46% |
-
Bid Size: - |
-
Ask Size: - |
TAG IMMOBILIEN AG |
9.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZDY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.76 |
| Intrinsic value: |
4.71 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.36 |
| Parity: |
4.71 |
| Time value: |
0.10 |
| Break-even: |
14.31 |
| Moneyness: |
1.50 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
0.00 |
| Omega: |
2.86 |
| Rho: |
0.01 |
Quote data
| Open: |
4.700 |
| High: |
4.700 |
| Low: |
4.470 |
| Previous Close: |
4.710 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.26% |
| 1 Month |
|
|
+14.80% |
| 3 Months |
|
|
+16.28% |
| YTD |
|
|
-4.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.040 |
4.500 |
| 1M High / 1M Low: |
5.640 |
3.920 |
| 6M High / 6M Low: |
5.640 |
2.730 |
| High (YTD): |
2024-07-11 |
5.640 |
| Low (YTD): |
2024-03-05 |
2.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.764 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.797 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.020 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.20% |
| Volatility 6M: |
|
90.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
