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Soc. Generale Call 26 8TRA 20.09..../  DE000SW359R7  /

Frankfurt Zert./SG
2024-07-31  5:03:24 PM Chg.+0.090 Bid5:36:01 PM Ask5:36:01 PM Underlying Strike price Expiration date Option type
0.400EUR +29.03% 0.380
Bid Size: 8,000		 0.410
Ask Size: 8,000		 TRATON SE INH O.N. 26.00 EUR 2024-09-20 Call
 

Master data

WKN: SW359R
Issuer: Société Générale
Currency: EUR
Underlying: TRATON SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 26.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-29
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.58
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.23
Implied volatility: 0.46
Historic volatility: 0.30
Parity: 0.23
Time value: 0.10
Break-even: 29.30
Moneyness: 1.09
Premium: 0.04
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 6.45%
Delta: 0.73
Theta: -0.02
Omega: 6.26
Rho: 0.02
 

Quote data

Open: 0.310
High: 0.410
Low: 0.310
Previous Close: 0.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -25.93%
3 Months
  -45.21%
YTD  
+455.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.310
1M High / 1M Low: 0.600 0.310
6M High / 6M Low: 0.940 0.077
High (YTD): 2024-04-09 0.940
Low (YTD): 2024-01-05 0.055
52W High: - -
52W Low: - -
Avg. price 1W:   0.350
Avg. volume 1W:   0.000
Avg. price 1M:   0.488
Avg. volume 1M:   0.000
Avg. price 6M:   0.550
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   193.37%
Volatility 6M:   190.16%
Volatility 1Y:   -
Volatility 3Y:   -