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

Frankfurt Zert./SG
2024-07-05  9:45:35 PM Chg.+0.040 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.620EUR +6.90% 0.630
Bid Size: 7,000		 0.640
Ask Size: 7,000		 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: 15.33
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.39
Parity: -1.26
Time value: 0.64
Break-even: 117.11
Moneyness: 0.89
Premium: 0.19
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 1.59%
Delta: 0.40
Theta: -0.03
Omega: 6.10
Rho: 0.15
 

Quote data

Open: 0.580
High: 0.640
Low: 0.580
Previous Close: 0.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.62%
1 Month
  -53.38%
3 Months
  -80.75%
YTD
  -83.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.580
1M High / 1M Low: 1.330 0.580
6M High / 6M Low: 4.280 0.580
High (YTD): 2024-03-13 4.280
Low (YTD): 2024-07-04 0.580
52W High: - -
52W Low: - -
Avg. price 1W:   0.608
Avg. volume 1W:   0.000
Avg. price 1M:   0.882
Avg. volume 1M:   0.000
Avg. price 6M:   2.536
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.75%
Volatility 6M:   133.99%
Volatility 1Y:   -
Volatility 3Y:   -