OverviewChartNewsTraderScreen

Soc. Generale Call 150 SND 20.12..../  DE000SW1B850  /

Frankfurt Zert./SG
2024-07-29  9:47:30 PM Chg.+0.010 Bid9:57:26 PM Ask9:57:26 PM Underlying Strike price Expiration date Option type
7.250EUR +0.14% 7.220
Bid Size: 1,000		 7.370
Ask Size: 1,000		 SCHNEIDER ELEC. INH.... 150.00 EUR 2024-12-20 Call
 

Master data

WKN: SW1B85
Issuer: Société Générale
Currency: EUR
Underlying: SCHNEIDER ELEC. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 150.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.97
Leverage: Yes

Calculated values

Fair value: 7.17
Intrinsic value: 6.96
Implied volatility: 0.47
Historic volatility: 0.22
Parity: 6.96
Time value: 0.43
Break-even: 223.80
Moneyness: 1.46
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 0.55%
Delta: 0.93
Theta: -0.04
Omega: 2.78
Rho: 0.52
 

Quote data

Open: 7.300
High: 7.420
Low: 7.210
Previous Close: 7.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.93%
1 Month
  -7.64%
3 Months  
+7.41%
YTD  
+78.57%
1 Year  
+147.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.140 6.860
1M High / 1M Low: 8.730 6.860
6M High / 6M Low: 8.980 3.930
High (YTD): 2024-06-12 8.980
Low (YTD): 2024-01-05 3.270
52W High: 2024-06-12 8.980
52W Low: 2023-10-25 1.250
Avg. price 1W:   7.458
Avg. volume 1W:   0.000
Avg. price 1M:   7.970
Avg. volume 1M:   0.000
Avg. price 6M:   7.086
Avg. volume 6M:   0.000
Avg. price 1Y:   4.921
Avg. volume 1Y:   0.000
Volatility 1M:   74.76%
Volatility 6M:   64.59%
Volatility 1Y:   82.18%
Volatility 3Y:   -