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

Frankfurt Zert./SG
2024-07-05  9:48:30 PM Chg.-0.240 Bid9:53:46 PM Ask9:53:46 PM Underlying Strike price Expiration date Option type
8.180EUR -2.85% 8.180
Bid Size: 1,000		 8.330
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: 2.76
Leverage: Yes

Calculated values

Fair value: 8.02
Intrinsic value: 7.78
Implied volatility: 0.48
Historic volatility: 0.22
Parity: 7.78
Time value: 0.49
Break-even: 232.60
Moneyness: 1.52
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 0.36%
Delta: 0.93
Theta: -0.04
Omega: 2.58
Rho: 0.60
 

Quote data

Open: 8.490
High: 8.580
Low: 8.130
Previous Close: 8.420
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.20%
1 Month  
+0.99%
3 Months  
+33.01%
YTD  
+101.48%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.420 7.900
1M High / 1M Low: 8.980 7.580
6M High / 6M Low: 8.980 3.340
High (YTD): 2024-06-12 8.980
Low (YTD): 2024-01-05 3.270
52W High: - -
52W Low: - -
Avg. price 1W:   8.142
Avg. volume 1W:   0.000
Avg. price 1M:   8.142
Avg. volume 1M:   0.000
Avg. price 6M:   6.552
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.32%
Volatility 6M:   61.62%
Volatility 1Y:   -
Volatility 3Y:   -