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Soc. Generale Call 137 GOOG 21.03.../  DE000SW2QNS8  /

Frankfurt Zert./SG
14/11/2024  15:41:00 Chg.-0.120 Bid16:11:27 Ask- Underlying Strike price Expiration date Option type
4.310EUR -2.71% 4.240
Bid Size: 70,000		 -
Ask Size: -		 Alphabet C 137.00 USD 21/03/2025 Call
 

Master data

WKN: SW2QNS
Issuer: Société Générale
Currency: EUR
Underlying: Alphabet C
Type: Warrant
Option type: Call
Strike price: 137.00 USD
Maturity: 21/03/2025
Issue date: 25/08/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.86
Leverage: Yes

Calculated values

Fair value: 4.27
Intrinsic value: 4.12
Implied volatility: 0.39
Historic volatility: 0.24
Parity: 4.12
Time value: 0.31
Break-even: 173.96
Moneyness: 1.32
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.91
Theta: -0.03
Omega: 3.52
Rho: 0.39
 

Quote data

Open: 4.390
High: 4.460
Low: 4.300
Previous Close: 4.430
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.01%
1 Month  
+33.44%
3 Months  
+34.27%
YTD  
+91.56%
1 Year  
+103.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.700 4.330
1M High / 1M Low: 4.700 3.040
6M High / 6M Low: 5.710 2.040
High (YTD): 05/07/2024 5.710
Low (YTD): 06/03/2024 1.590
52W High: 05/07/2024 5.710
52W Low: 06/03/2024 1.590
Avg. price 1W:   4.488
Avg. volume 1W:   0.000
Avg. price 1M:   3.647
Avg. volume 1M:   0.000
Avg. price 6M:   3.857
Avg. volume 6M:   0.000
Avg. price 1Y:   3.232
Avg. volume 1Y:   0.000
Volatility 1M:   119.02%
Volatility 6M:   87.68%
Volatility 1Y:   97.54%
Volatility 3Y:   -