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Soc. Generale Call 20 8TRA 20.09..../  DE000SW3XNZ7  /

Frankfurt Zert./SG
2024-07-08  11:00:52 AM Chg.+0.010 Bid11:36:41 AM Ask11:36:41 AM Underlying Strike price Expiration date Option type
1.090EUR +0.93% 1.090
Bid Size: 6,000		 1.130
Ask Size: 6,000		 TRATON SE INH O.N. 20.00 EUR 2024-09-20 Call
 

Master data

WKN: SW3XNZ
Issuer: Société Générale
Currency: EUR
Underlying: TRATON SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 20.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-25
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.71
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 1.10
Implied volatility: 0.71
Historic volatility: 0.29
Parity: 1.10
Time value: 0.05
Break-even: 31.40
Moneyness: 1.55
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 3.64%
Delta: 0.94
Theta: -0.01
Omega: 2.55
Rho: 0.04
 

Quote data

Open: 1.070
High: 1.090
Low: 1.070
Previous Close: 1.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.83%
1 Month
  -9.92%
3 Months
  -28.76%
YTD  
+275.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.080 1.020
1M High / 1M Low: 1.310 0.930
6M High / 6M Low: 1.530 0.300
High (YTD): 2024-04-08 1.530
Low (YTD): 2024-01-05 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   1.060
Avg. volume 1W:   0.000
Avg. price 1M:   1.063
Avg. volume 1M:   0.000
Avg. price 6M:   0.968
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.04%
Volatility 6M:   103.10%
Volatility 1Y:   -
Volatility 3Y:   -