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Soc. Generale Call 230 AXP 16.01..../  DE000SW8QU90  /

Frankfurt Zert./SG
2025-01-03  9:45:21 AM Chg.-0.100 Bid9:54:21 AM Ask9:54:21 AM Underlying Strike price Expiration date Option type
8.170EUR -1.21% 8.170
Bid Size: 1,000		 8.650
Ask Size: 1,000		 American Express Com... 230.00 USD 2026-01-16 Call
 

Master data

WKN: SW8QU9
Issuer: Société Générale
Currency: EUR
Underlying: American Express Company
Type: Warrant
Option type: Call
Strike price: 230.00 USD
Maturity: 2026-01-16
Issue date: 2024-04-08
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.49
Leverage: Yes

Calculated values

Fair value: 7.62
Intrinsic value: 6.66
Implied volatility: 0.35
Historic volatility: 0.23
Parity: 6.66
Time value: 1.67
Break-even: 307.30
Moneyness: 1.30
Premium: 0.06
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 0.60%
Delta: 0.84
Theta: -0.05
Omega: 2.93
Rho: 1.67
 

Quote data

Open: 8.140
High: 8.170
Low: 8.140
Previous Close: 8.270
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.97%
1 Month
  -5.11%
3 Months  
+42.83%
YTD
  -1.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.420 8.270
1M High / 1M Low: 8.640 7.550
6M High / 6M Low: 9.000 3.310
High (YTD): 2025-01-02 8.270
Low (YTD): 2025-01-02 8.270
52W High: - -
52W Low: - -
Avg. price 1W:   8.327
Avg. volume 1W:   0.000
Avg. price 1M:   8.374
Avg. volume 1M:   0.000
Avg. price 6M:   5.946
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   57.24%
Volatility 6M:   88.60%
Volatility 1Y:   -
Volatility 3Y:   -