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Soc. Generale Call 140 EL 20.12.2.../  DE000SW22V19  /

EUWAX
05/09/2024  09:47:38 Chg.- Bid08:06:15 Ask08:06:15 Underlying Strike price Expiration date Option type
0.058EUR - 0.050
Bid Size: 10,000		 0.086
Ask Size: 10,000		 Estee Lauder Compani... 140.00 USD 20/12/2024 Call
 

Master data

WKN: SW22V1
Issuer: Société Générale
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 20/12/2024
Issue date: 04/09/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 101.71
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.38
Parity: -4.30
Time value: 0.08
Break-even: 127.17
Moneyness: 0.66
Premium: 0.52
Premium p.a.: 3.27
Spread abs.: 0.01
Spread %: 13.89%
Delta: 0.09
Theta: -0.02
Omega: 8.89
Rho: 0.02
 

Quote data

Open: 0.058
High: 0.058
Low: 0.058
Previous Close: 0.061
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.40%
1 Month
  -63.75%
3 Months
  -92.75%
YTD
  -97.93%
1 Year
  -98.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.061 0.047
1M High / 1M Low: 0.160 0.047
6M High / 6M Low: 3.180 0.047
High (YTD): 14/03/2024 3.180
Low (YTD): 30/08/2024 0.047
52W High: 06/09/2023 3.800
52W Low: 30/08/2024 0.047
Avg. price 1W:   0.053
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   1.052
Avg. volume 6M:   0.000
Avg. price 1Y:   1.688
Avg. volume 1Y:   0.000
Volatility 1M:   258.41%
Volatility 6M:   169.91%
Volatility 1Y:   161.75%
Volatility 3Y:   -