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

Frankfurt Zert./SG
2024-06-28  8:45:34 AM Chg.+0.010 Bid2024-06-28 Ask2024-06-28 Underlying Strike price Expiration date Option type
0.490EUR +2.08% 0.490
Bid Size: 7,000		 0.520
Ask Size: 7,000		 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: 5.87
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.40
Implied volatility: 0.47
Historic volatility: 0.29
Parity: 0.40
Time value: 0.12
Break-even: 31.10
Moneyness: 1.15
Premium: 0.04
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 4.08%
Delta: 0.78
Theta: -0.01
Omega: 4.60
Rho: 0.04
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.480
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.36%
1 Month
  -22.22%
3 Months
  -33.78%
YTD  
+580.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.440
1M High / 1M Low: 0.850 0.440
6M High / 6M Low: 0.940 0.055
High (YTD): 2024-04-09 0.940
Low (YTD): 2024-01-05 0.055
52W High: - -
52W Low: - -
Avg. price 1W:   0.466
Avg. volume 1W:   0.000
Avg. price 1M:   0.592
Avg. volume 1M:   0.000
Avg. price 6M:   0.475
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   189.15%
Volatility 6M:   182.94%
Volatility 1Y:   -
Volatility 3Y:   -