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

Frankfurt Zert./SG
2024-07-31  5:41:03 PM Chg.+0.090 Bid2024-07-31 Ask2024-07-31 Underlying Strike price Expiration date Option type
0.910EUR +10.98% 0.910
Bid Size: 6,000		 0.980
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: 3.25
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.83
Implied volatility: 0.73
Historic volatility: 0.30
Parity: 0.83
Time value: 0.04
Break-even: 28.70
Moneyness: 1.42
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.05
Spread %: 6.10%
Delta: 0.92
Theta: -0.01
Omega: 3.00
Rho: 0.02
 

Quote data

Open: 0.810
High: 0.960
Low: 0.810
Previous Close: 0.820
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.09%
1 Month
  -14.15%
3 Months
  -30.00%
YTD  
+213.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.820
1M High / 1M Low: 1.160 0.820
6M High / 6M Low: 1.530 0.340
High (YTD): 2024-04-08 1.530
Low (YTD): 2024-01-05 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.864
Avg. volume 1W:   0.000
Avg. price 1M:   1.015
Avg. volume 1M:   0.000
Avg. price 6M:   1.058
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.29%
Volatility 6M:   111.77%
Volatility 1Y:   -
Volatility 3Y:   -