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Soc. Generale Call 150 TGT 20.09..../  DE000SW1Y2C3  /

EUWAX
06/09/2024  09:37:34 Chg.-0.060 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.290EUR -17.14% -
Bid Size: -		 -
Ask Size: -		 Target Corp 150.00 USD 20/09/2024 Call
 

Master data

WKN: SW1Y2C
Issuer: Société Générale
Currency: EUR
Underlying: Target Corp
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 20/09/2024
Issue date: 07/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.55
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.17
Implied volatility: 0.30
Historic volatility: 0.31
Parity: 0.17
Time value: 0.25
Break-even: 139.20
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.60
Spread abs.: 0.01
Spread %: 2.44%
Delta: 0.61
Theta: -0.12
Omega: 19.71
Rho: 0.03
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.56%
1 Month
  -6.45%
3 Months
  -57.97%
YTD
  -74.56%
1 Year
  -60.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.340
1M High / 1M Low: 0.920 0.180
6M High / 6M Low: 2.970 0.180
High (YTD): 02/04/2024 2.970
Low (YTD): 15/08/2024 0.180
52W High: 02/04/2024 2.970
52W Low: 15/08/2024 0.180
Avg. price 1W:   0.396
Avg. volume 1W:   0.000
Avg. price 1M:   0.432
Avg. volume 1M:   0.000
Avg. price 6M:   1.237
Avg. volume 6M:   0.000
Avg. price 1Y:   1.021
Avg. volume 1Y:   0.000
Volatility 1M:   545.20%
Volatility 6M:   308.22%
Volatility 1Y:   297.65%
Volatility 3Y:   -