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

EUWAX
11/7/2024  9:26:46 AM Chg.-0.46 Bid9:18:42 PM Ask9:18:42 PM Underlying Strike price Expiration date Option type
3.09EUR -12.96% 3.08
Bid Size: 1,000		 3.23
Ask Size: 1,000		 AIR LIQUIDE INH. EO ... 136.36 EUR 12/20/2024 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: 12/20/2024
Issue date: 7/21/2023
Last trading day: 12/19/2024
Ratio: 9.09:1
Exercise type: American
Quanto: -
Gearing: 5.73
Leverage: Yes

Calculated values

Fair value: 2.98
Intrinsic value: 2.92
Implied volatility: 0.45
Historic volatility: 0.17
Parity: 2.92
Time value: 0.21
Break-even: 164.81
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 0.97%
Delta: 0.89
Theta: -0.06
Omega: 5.11
Rho: 0.14
 

Quote data

Open: 3.09
High: 3.09
Low: 3.09
Previous Close: 3.55
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.93%
1 Month
  -13.69%
3 Months
  -4.63%
YTD
  -7.49%
1 Year  
+32.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.55 3.20
1M High / 1M Low: 4.14 3.20
6M High / 6M Low: 4.45 3.14
High (YTD): 3/15/2024 4.93
Low (YTD): 2/12/2024 2.53
52W High: 3/15/2024 4.93
52W Low: 11/7/2023 2.33
Avg. price 1W:   3.35
Avg. volume 1W:   0.00
Avg. price 1M:   3.74
Avg. volume 1M:   0.00
Avg. price 6M:   3.67
Avg. volume 6M:   0.00
Avg. price 1Y:   3.60
Avg. volume 1Y:   0.00
Volatility 1M:   72.69%
Volatility 6M:   78.84%
Volatility 1Y:   77.24%
Volatility 3Y:   -