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

Frankfurt Zert./SG
9/6/2024  3:01:51 PM Chg.-0.010 Bid3:30:07 PM Ask3:30:07 PM Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.120
Bid Size: 10,000		 0.130
Ask Size: 10,000		 Estee Lauder Compani... 120.00 USD 12/20/2024 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: 12/20/2024
Issue date: 9/29/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 62.36
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.38
Parity: -2.69
Time value: 0.13
Break-even: 109.30
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 1.83
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.15
Theta: -0.02
Omega: 9.10
Rho: 0.03
 

Quote data

Open: 0.100
High: 0.110
Low: 0.100
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -64.52%
3 Months
  -92.62%
YTD
  -97.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.110
1M High / 1M Low: 0.310 0.110
6M High / 6M Low: 4.280 0.110
High (YTD): 3/13/2024 4.280
Low (YTD): 9/2/2024 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.179
Avg. volume 1M:   0.000
Avg. price 6M:   1.605
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   302.34%
Volatility 6M:   169.73%
Volatility 1Y:   -
Volatility 3Y:   -