Soc. Generale Call 245 RSG 20.03..../  DE000SW70477  /

Frankfurt Zert./SG
9/27/2024  9:51:05 AM Chg.-0.070 Bid10:22:55 AM Ask10:22:55 AM Underlying Strike price Expiration date Option type
0.960EUR -6.80% 0.970
Bid Size: 3,100
1.150
Ask Size: 3,100
Republic Services In... 245.00 USD 3/20/2026 Call
 

Master data

WKN: SW7047
Issuer: Société Générale
Currency: EUR
Underlying: Republic Services Inc
Type: Warrant
Option type: Call
Strike price: 245.00 USD
Maturity: 3/20/2026
Issue date: 3/20/2024
Last trading day: 3/19/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.79
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.12
Parity: -3.96
Time value: 1.07
Break-even: 229.90
Moneyness: 0.82
Premium: 0.28
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 2.88%
Delta: 0.35
Theta: -0.02
Omega: 5.95
Rho: 0.78
 

Quote data

Open: 0.960
High: 0.960
Low: 0.960
Previous Close: 1.030
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -28.89%
3 Months
  -6.80%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.120 1.030
1M High / 1M Low: 1.370 1.030
6M High / 6M Low: 1.370 0.800
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.072
Avg. volume 1W:   0.000
Avg. price 1M:   1.224
Avg. volume 1M:   0.000
Avg. price 6M:   1.120
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.30%
Volatility 6M:   91.87%
Volatility 1Y:   -
Volatility 3Y:   -