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Soc. Generale Call 120 EL 20.09.2.../  DE000SW35K74  /

EUWAX
7/30/2024  9:44:14 AM Chg.0.000 Bid11:55:32 AM Ask11:55:32 AM Underlying Strike price Expiration date Option type
0.190EUR 0.00% 0.200
Bid Size: 10,000		 0.240
Ask Size: 10,000		 Estee Lauder Compani... 120.00 USD 9/20/2024 Call
 

Master data

WKN: SW35K7
Issuer: Société Générale
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 9/20/2024
Issue date: 9/29/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 42.32
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.39
Parity: -1.78
Time value: 0.22
Break-even: 113.11
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 2.92
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.23
Theta: -0.06
Omega: 9.54
Rho: 0.03
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.52%
1 Month
  -62.75%
3 Months
  -93.67%
YTD
  -94.65%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.190
1M High / 1M Low: 0.400 0.160
6M High / 6M Low: 4.060 0.160
High (YTD): 3/14/2024 4.060
Low (YTD): 7/19/2024 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.194
Avg. volume 1W:   0.000
Avg. price 1M:   0.270
Avg. volume 1M:   0.000
Avg. price 6M:   1.992
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.33%
Volatility 6M:   161.93%
Volatility 1Y:   -
Volatility 3Y:   -