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Soc. Generale Call 165 GOOG 21.03.../  DE000SW2QN61  /

Frankfurt Zert./SG
9/6/2024  9:39:19 PM Chg.-0.210 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
0.880EUR -19.27% 0.870
Bid Size: 30,000		 0.880
Ask Size: 30,000		 Alphabet C 165.00 USD 3/21/2025 Call
 

Master data

WKN: SW2QN6
Issuer: Société Générale
Currency: EUR
Underlying: Alphabet C
Type: Warrant
Option type: Call
Strike price: 165.00 USD
Maturity: 3/21/2025
Issue date: 8/25/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.15
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.25
Parity: -1.16
Time value: 0.85
Break-even: 157.35
Moneyness: 0.92
Premium: 0.15
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 1.19%
Delta: 0.43
Theta: -0.04
Omega: 6.97
Rho: 0.27
 

Quote data

Open: 1.110
High: 1.140
Low: 0.880
Previous Close: 1.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -37.14%
1 Month
  -45.68%
3 Months
  -65.89%
YTD
  -20.72%
1 Year
  -38.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.420 0.880
1M High / 1M Low: 1.730 0.880
6M High / 6M Low: 3.610 0.800
High (YTD): 7/10/2024 3.610
Low (YTD): 3/6/2024 0.700
52W High: 7/10/2024 3.610
52W Low: 3/6/2024 0.700
Avg. price 1W:   1.120
Avg. volume 1W:   0.000
Avg. price 1M:   1.442
Avg. volume 1M:   0.000
Avg. price 6M:   2.121
Avg. volume 6M:   0.000
Avg. price 1Y:   1.633
Avg. volume 1Y:   0.000
Volatility 1M:   128.83%
Volatility 6M:   133.87%
Volatility 1Y:   130.32%
Volatility 3Y:   -