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Soc. Generale Call 12 IBE1 20.09..../  DE000SW1ZQN5  /

Frankfurt Zert./SG
05/08/2024  08:44:28 Chg.-0.230 Bid09:27:08 Ask09:27:08 Underlying Strike price Expiration date Option type
0.380EUR -37.70% 0.480
Bid Size: 25,000		 0.490
Ask Size: 25,000		 IBERDROLA INH. EO... 12.00 EUR 20/09/2024 Call
 

Master data

WKN: SW1ZQN
Issuer: Société Générale
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 20/09/2024
Issue date: 08/08/2023
Last trading day: 19/09/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 19.00
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.35
Implied volatility: 0.24
Historic volatility: 0.16
Parity: 0.35
Time value: 0.30
Break-even: 12.65
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.67
Theta: 0.00
Omega: 12.69
Rho: 0.01
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -26.92%
1 Month  
+2.70%
3 Months  
+18.75%
YTD
  -43.28%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.430
1M High / 1M Low: 0.610 0.260
6M High / 6M Low: 0.700 0.130
High (YTD): 08/01/2024 0.750
Low (YTD): 28/02/2024 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.500
Avg. volume 1W:   0.000
Avg. price 1M:   0.384
Avg. volume 1M:   0.000
Avg. price 6M:   0.366
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   277.60%
Volatility 6M:   201.14%
Volatility 1Y:   -
Volatility 3Y:   -