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

Frankfurt Zert./SG
7/31/2024  5:54:48 PM Chg.+0.010 Bid7/31/2024 Ask7/31/2024 Underlying Strike price Expiration date Option type
0.240EUR +4.35% 0.240
Bid Size: 80,000		 0.250
Ask Size: 80,000		 Estee Lauder Compani... 140.00 USD 12/20/2024 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: 12/20/2024
Issue date: 9/4/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.31
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.39
Parity: -3.75
Time value: 0.24
Break-even: 131.84
Moneyness: 0.71
Premium: 0.43
Premium p.a.: 1.53
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.18
Theta: -0.03
Omega: 6.88
Rho: 0.05
 

Quote data

Open: 0.220
High: 0.240
Low: 0.210
Previous Close: 0.230
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -33.33%
3 Months
  -89.61%
YTD
  -91.37%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.230
1M High / 1M Low: 0.340 0.210
6M High / 6M Low: 3.220 0.210
High (YTD): 3/13/2024 3.220
Low (YTD): 7/18/2024 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.244
Avg. volume 1W:   0.000
Avg. price 1M:   0.276
Avg. volume 1M:   0.000
Avg. price 6M:   1.551
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.72%
Volatility 6M:   150.53%
Volatility 1Y:   -
Volatility 3Y:   -