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Soc. Generale Call 120 EL 20.12.2.../  DE000SW35K82  /

Frankfurt Zert./SG
2024-07-30  9:45:30 PM Chg.-0.040 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
0.420EUR -8.70% 0.440
Bid Size: 8,000		 0.450
Ask Size: 8,000		 Estee Lauder Compani... 120.00 USD 2024-12-20 Call
 

Master data

WKN: SW35K8
Issuer: Société Générale
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-12-20
Issue date: 2023-09-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.81
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.39
Parity: -1.78
Time value: 0.47
Break-even: 115.61
Moneyness: 0.84
Premium: 0.24
Premium p.a.: 0.74
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.33
Theta: -0.03
Omega: 6.44
Rho: 0.10
 

Quote data

Open: 0.430
High: 0.440
Low: 0.400
Previous Close: 0.460
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -35.38%
3 Months
  -87.23%
YTD
  -88.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.440
1M High / 1M Low: 0.650 0.390
6M High / 6M Low: 4.280 0.390
High (YTD): 2024-03-13 4.280
Low (YTD): 2024-07-18 0.390
52W High: - -
52W Low: - -
Avg. price 1W:   0.452
Avg. volume 1W:   0.000
Avg. price 1M:   0.510
Avg. volume 1M:   0.000
Avg. price 6M:   2.272
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.53%
Volatility 6M:   138.60%
Volatility 1Y:   -
Volatility 3Y:   -