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Soc. Generale Call 136.36 AIL 20..../  DE000SW1B8N4  /

Frankfurt Zert./SG
26/07/2024  21:41:07 Chg.+0.250 Bid21:59:42 Ask21:59:42 Underlying Strike price Expiration date Option type
3.730EUR +7.18% 3.760
Bid Size: 1,000		 3.940
Ask Size: 1,000		 AIR LIQUIDE INH. EO ... 136.36 EUR 20/12/2024 Call
 

Master data

WKN: SW1B8N
Issuer: Société Générale
Currency: EUR
Underlying: AIR LIQUIDE INH. EO 5,50
Type: Warrant
Option type: Call
Strike price: 136.36 EUR
Maturity: 20/12/2024
Issue date: 21/07/2023
Last trading day: 19/12/2024
Ratio: 9.09:1
Exercise type: American
Quanto: -
Gearing: 4.77
Leverage: Yes

Calculated values

Fair value: 3.63
Intrinsic value: 3.41
Implied volatility: 0.32
Historic volatility: 0.17
Parity: 3.41
Time value: 0.45
Break-even: 171.45
Moneyness: 1.23
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.52%
Delta: 0.88
Theta: -0.03
Omega: 4.20
Rho: 0.45
 

Quote data

Open: 3.540
High: 3.780
Low: 3.540
Previous Close: 3.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.37%
1 Month  
+13.72%
3 Months
  -0.80%
YTD  
+13.37%
1 Year  
+42.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.730 3.480
1M High / 1M Low: 3.730 3.040
6M High / 6M Low: 4.860 2.450
High (YTD): 20/03/2024 4.860
Low (YTD): 08/02/2024 2.450
52W High: 20/03/2024 4.860
52W Low: 23/10/2023 1.690
Avg. price 1W:   3.554
Avg. volume 1W:   0.000
Avg. price 1M:   3.400
Avg. volume 1M:   0.000
Avg. price 6M:   3.742
Avg. volume 6M:   0.000
Avg. price 1Y:   3.210
Avg. volume 1Y:   0.000
Volatility 1M:   80.49%
Volatility 6M:   93.92%
Volatility 1Y:   82.12%
Volatility 3Y:   -