Soc. Generale Call 170 EL 20.09.2.../  DE000SW1YWJ4  /

EUWAX
05/09/2024  09:39:33 Chg.- Bid07:48:02 Ask07:48:02 Underlying Strike price Expiration date Option type
0.001EUR - 0.001
Bid Size: 10,000
0.037
Ask Size: 10,000
Estee Lauder Compani... 170.00 USD 20/09/2024 Call
 

Master data

WKN: SW1YWJ
Issuer: Société Générale
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 170.00 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: 417.01
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.42
Historic volatility: 0.38
Parity: -7.00
Time value: 0.02
Break-even: 153.63
Moneyness: 0.54
Premium: 0.84
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 1,900.00%
Delta: 0.02
Theta: -0.05
Omega: 10.15
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -98.41%
YTD
  -99.92%
1 Year
  -99.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 1.370 0.001
High (YTD): 14/03/2024 1.370
Low (YTD): 05/09/2024 0.001
52W High: 06/09/2023 2.080
52W Low: 05/09/2024 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.279
Avg. volume 6M:   0.000
Avg. price 1Y:   0.643
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   629.36%
Volatility 1Y:   467.90%
Volatility 3Y:   -