Soc. Generale Call 95 SIE 20.12.2024
/ DE000SN4AV58
Soc. Generale Call 95 SIE 20.12.2.../ DE000SN4AV58 /
| 2024-06-28 9:51:34 AM |
Chg.+0.46 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.19EUR |
+5.95% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
95.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SN4AV5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2022-07-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.02 |
| Intrinsic value: |
7.85 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.23 |
| Parity: |
7.85 |
| Time value: |
0.25 |
| Break-even: |
176.00 |
| Moneyness: |
1.83 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.25% |
| Delta: |
0.97 |
| Theta: |
-0.02 |
| Omega: |
2.08 |
| Rho: |
0.42 |
Quote data
| Open: |
8.19 |
| High: |
8.19 |
| Low: |
8.19 |
| Previous Close: |
7.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.05% |
| 1 Month |
|
|
-2.38% |
| 3 Months |
|
|
-3.99% |
| YTD |
|
|
+9.20% |
| 1 Year |
|
|
+34.48% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.19 |
7.65 |
| 1M High / 1M Low: |
8.64 |
7.48 |
| 6M High / 6M Low: |
9.57 |
6.42 |
| High (YTD): |
2024-05-13 |
9.57 |
| Low (YTD): |
2024-01-17 |
6.42 |
| 52W High: |
2024-05-13 |
9.57 |
| 52W Low: |
2023-10-26 |
3.13 |
| Avg. price 1W: |
|
7.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.60 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
51.42% |
| Volatility 6M: |
|
46.28% |
| Volatility 1Y: |
|
53.62% |
| Volatility 3Y: |
|
- |
