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Soc. Generale Call 24 8TRA 20.09..../  DE000SW3XN12  /

Frankfurt Zert./SG
2024-07-31  6:46:17 PM Chg.+0.080 Bid6:49:38 PM Ask6:49:38 PM Underlying Strike price Expiration date Option type
0.540EUR +17.39% 0.550
Bid Size: 7,000		 0.600
Ask Size: 7,000		 TRATON SE INH O.N. 24.00 EUR 2024-09-20 Call
 

Master data

WKN: SW3XN1
Issuer: Société Générale
Currency: EUR
Underlying: TRATON SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-25
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.66
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.43
Implied volatility: 0.54
Historic volatility: 0.30
Parity: 0.43
Time value: 0.07
Break-even: 29.00
Moneyness: 1.18
Premium: 0.02
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 6.38%
Delta: 0.83
Theta: -0.02
Omega: 4.68
Rho: 0.03
 

Quote data

Open: 0.460
High: 0.590
Low: 0.460
Previous Close: 0.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.57%
1 Month
  -22.86%
3 Months
  -40.00%
YTD  
+390.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.460
1M High / 1M Low: 0.800 0.460
6M High / 6M Low: 1.130 0.120
High (YTD): 2024-04-08 1.130
Low (YTD): 2024-01-05 0.082
52W High: - -
52W Low: - -
Avg. price 1W:   0.506
Avg. volume 1W:   0.000
Avg. price 1M:   0.652
Avg. volume 1M:   0.000
Avg. price 6M:   0.702
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   160.29%
Volatility 6M:   163.13%
Volatility 1Y:   -
Volatility 3Y:   -