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Soc. Generale Call 3.5 KPN 20.09..../  DE000SW1ZRU8  /

Frankfurt Zert./SG
8/9/2024  9:50:16 PM Chg.-0.010 Bid8/9/2024 Ask8/9/2024 Underlying Strike price Expiration date Option type
0.130EUR -7.14% 0.130
Bid Size: 10,000		 0.150
Ask Size: 10,000		 Koninklijke KPN NV 3.50 EUR 9/20/2024 Call
 

Master data

WKN: SW1ZRU
Issuer: Société Générale
Currency: EUR
Underlying: Koninklijke KPN NV
Type: Warrant
Option type: Call
Strike price: 3.50 EUR
Maturity: 9/20/2024
Issue date: 8/8/2023
Last trading day: 9/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 22.18
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.05
Implied volatility: 0.26
Historic volatility: 0.11
Parity: 0.05
Time value: 0.11
Break-even: 3.66
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.60
Theta: 0.00
Omega: 13.25
Rho: 0.00
 

Quote data

Open: 0.130
High: 0.140
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -31.58%
1 Month
  -43.48%
3 Months  
+8.33%
YTD  
+71.05%
1 Year
  -40.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.120
1M High / 1M Low: 0.290 0.120
6M High / 6M Low: 0.290 0.087
High (YTD): 7/22/2024 0.290
Low (YTD): 1/10/2024 0.071
52W High: 7/22/2024 0.290
52W Low: 1/10/2024 0.071
Avg. price 1W:   0.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.199
Avg. volume 1M:   0.000
Avg. price 6M:   0.144
Avg. volume 6M:   0.000
Avg. price 1Y:   0.137
Avg. volume 1Y:   0.000
Volatility 1M:   230.89%
Volatility 6M:   169.90%
Volatility 1Y:   139.14%
Volatility 3Y:   -