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Soc. Generale Call 140 EL 20.09.2.../  DE000SW22V01  /

Frankfurt Zert./SG
30/07/2024  15:28:46 Chg.-0.020 Bid16:30:01 Ask16:30:01 Underlying Strike price Expiration date Option type
0.033EUR -37.74% 0.043
Bid Size: 80,000		 0.053
Ask Size: 80,000		 Estee Lauder Compani... 140.00 USD 20/09/2024 Call
 

Master data

WKN: SW22V0
Issuer: Société Générale
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 20/09/2024
Issue date: 04/09/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 150.17
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.39
Parity: -3.63
Time value: 0.06
Break-even: 130.02
Moneyness: 0.72
Premium: 0.40
Premium p.a.: 9.43
Spread abs.: 0.01
Spread %: 19.23%
Delta: 0.08
Theta: -0.03
Omega: 11.45
Rho: 0.01
 

Quote data

Open: 0.034
High: 0.039
Low: 0.033
Previous Close: 0.053
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -72.50%
3 Months
  -98.23%
YTD
  -98.65%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.050
1M High / 1M Low: 0.120 0.048
6M High / 6M Low: 2.820 0.048
High (YTD): 13/03/2024 2.820
Low (YTD): 18/07/2024 0.048
52W High: - -
52W Low: - -
Avg. price 1W:   0.054
Avg. volume 1W:   0.000
Avg. price 1M:   0.080
Avg. volume 1M:   0.000
Avg. price 6M:   1.188
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   219.08%
Volatility 6M:   201.39%
Volatility 1Y:   -
Volatility 3Y:   -