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Soc. Generale Call 18 EVK 20.09.2.../  DE000SW1ZNJ0  /

Frankfurt Zert./SG
28/06/2024  16:54:15 Chg.-0.080 Bid17:17:17 Ask17:17:17 Underlying Strike price Expiration date Option type
1.740EUR -4.40% 1.700
Bid Size: 5,000		 1.720
Ask Size: 5,000		 EVONIK INDUSTRIES NA... 18.00 EUR 20/09/2024 Call
 

Master data

WKN: SW1ZNJ
Issuer: Société Générale
Currency: EUR
Underlying: EVONIK INDUSTRIES NA O.N.
Type: Warrant
Option type: Call
Strike price: 18.00 EUR
Maturity: 20/09/2024
Issue date: 08/08/2023
Last trading day: 19/09/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 10.32
Leverage: Yes

Calculated values

Fair value: 1.65
Intrinsic value: 1.30
Implied volatility: 0.28
Historic volatility: 0.20
Parity: 1.30
Time value: 0.58
Break-even: 19.87
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 1.08%
Delta: 0.74
Theta: -0.01
Omega: 7.67
Rho: 0.03
 

Quote data

Open: 1.860
High: 1.870
Low: 1.700
Previous Close: 1.820
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.41%
1 Month
  -21.97%
3 Months  
+46.22%
YTD
  -1.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.820 1.620
1M High / 1M Low: 2.230 1.220
6M High / 6M Low: 2.780 0.620
High (YTD): 14/05/2024 2.780
Low (YTD): 18/03/2024 0.620
52W High: - -
52W Low: - -
Avg. price 1W:   1.676
Avg. volume 1W:   0.000
Avg. price 1M:   1.705
Avg. volume 1M:   0.000
Avg. price 6M:   1.420
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.08%
Volatility 6M:   141.69%
Volatility 1Y:   -
Volatility 3Y:   -