Soc. Generale Call 20 NVJP 20.12..../  DE000SW9R2V4  /

Frankfurt Zert./SG
7/24/2024  9:43:25 PM Chg.0.000 Bid9:50:44 PM Ask9:50:44 PM Underlying Strike price Expiration date Option type
0.027EUR 0.00% 0.026
Bid Size: 10,000
0.036
Ask Size: 10,000
UMICORE S.A. 20.00 EUR 12/20/2024 Call
 

Master data

WKN: SW9R2V
Issuer: Société Générale
Currency: EUR
Underlying: UMICORE S.A.
Type: Warrant
Option type: Call
Strike price: 20.00 EUR
Maturity: 12/20/2024
Issue date: 4/30/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 38.22
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.34
Parity: -0.59
Time value: 0.04
Break-even: 20.37
Moneyness: 0.71
Premium: 0.44
Premium p.a.: 1.45
Spread abs.: 0.01
Spread %: 37.04%
Delta: 0.18
Theta: 0.00
Omega: 6.84
Rho: 0.01
 

Quote data

Open: 0.026
High: 0.027
Low: 0.026
Previous Close: 0.027
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.90%
1 Month
  -43.75%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.031 0.027
1M High / 1M Low: 0.048 0.026
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.033
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -