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Soc. Generale Call 125 GXI 20.09..../  DE000SW357U5  /

Frankfurt Zert./SG
2024-07-30  9:00:10 AM Chg.+0.001 Bid9:03:38 AM Ask9:03:38 AM Underlying Strike price Expiration date Option type
0.036EUR +2.86% 0.039
Bid Size: 10,000		 0.049
Ask Size: 10,000		 GERRESHEIMER AG 125.00 EUR 2024-09-20 Call
 

Master data

WKN: SW357U
Issuer: Société Générale
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 125.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-29
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 203.30
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.40
Parity: -2.95
Time value: 0.05
Break-even: 125.47
Moneyness: 0.76
Premium: 0.31
Premium p.a.: 5.77
Spread abs.: 0.01
Spread %: 27.03%
Delta: 0.07
Theta: -0.02
Omega: 14.26
Rho: 0.01
 

Quote data

Open: 0.036
High: 0.036
Low: 0.036
Previous Close: 0.035
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -30.77%
1 Month
  -80.00%
3 Months
  -89.09%
YTD
  -91.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.052 0.031
1M High / 1M Low: 0.200 0.031
6M High / 6M Low: 0.820 0.031
High (YTD): 2024-03-06 0.820
Low (YTD): 2024-07-26 0.031
52W High: - -
52W Low: - -
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.116
Avg. volume 1M:   0.000
Avg. price 6M:   0.347
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   331.99%
Volatility 6M:   435.29%
Volatility 1Y:   -
Volatility 3Y:   -