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Soc. Generale Call 130 EL 20.09.2.../  DE000SW3VW39  /

Frankfurt Zert./SG
2024-07-30  9:40:18 PM Chg.-0.020 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
0.090EUR -18.18% 0.096
Bid Size: 10,000		 0.110
Ask Size: 10,000		 Estee Lauder Compani... 130.00 USD 2024-09-20 Call
 

Master data

WKN: SW3VW3
Issuer: Société Générale
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-22
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 84.64
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.39
Parity: -2.71
Time value: 0.11
Break-even: 121.26
Moneyness: 0.77
Premium: 0.30
Premium p.a.: 5.39
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.13
Theta: -0.04
Omega: 10.81
Rho: 0.02
 

Quote data

Open: 0.084
High: 0.090
Low: 0.083
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -59.09%
3 Months
  -96.28%
YTD
  -96.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.100
1M High / 1M Low: 0.220 0.090
6M High / 6M Low: 3.440 0.090
High (YTD): 2024-03-13 3.440
Low (YTD): 2024-07-18 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.108
Avg. volume 1W:   0.000
Avg. price 1M:   0.150
Avg. volume 1M:   0.000
Avg. price 6M:   1.564
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   191.22%
Volatility 6M:   180.17%
Volatility 1Y:   -
Volatility 3Y:   -