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Soc. Generale Call 3.6 BSD2 20.09.../  DE000SW1ZJ42  /

Frankfurt Zert./SG
06/09/2024  21:44:26 Chg.-0.110 Bid21:59:56 Ask21:59:56 Underlying Strike price Expiration date Option type
0.680EUR -13.92% 0.670
Bid Size: 4,500		 0.720
Ask Size: 4,500		 BCO SANTANDER N.EO0,... 3.60 EUR 20/09/2024 Call
 

Master data

WKN: SW1ZJ4
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 3.60 EUR
Maturity: 20/09/2024
Issue date: 08/08/2023
Last trading day: 19/09/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.13
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.69
Implied volatility: 0.47
Historic volatility: 0.24
Parity: 0.69
Time value: 0.01
Break-even: 4.30
Moneyness: 1.19
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.45%
Delta: 0.98
Theta: 0.00
Omega: 6.01
Rho: 0.00
 

Quote data

Open: 0.780
High: 0.800
Low: 0.680
Previous Close: 0.790
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -24.44%
1 Month  
+25.93%
3 Months
  -43.33%
YTD  
+36.00%
1 Year  
+112.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.680
1M High / 1M Low: 0.900 0.540
6M High / 6M Low: 1.350 0.520
High (YTD): 17/05/2024 1.350
Low (YTD): 29/01/2024 0.310
52W High: 17/05/2024 1.350
52W Low: 24/10/2023 0.300
Avg. price 1W:   0.762
Avg. volume 1W:   0.000
Avg. price 1M:   0.704
Avg. volume 1M:   0.000
Avg. price 6M:   0.939
Avg. volume 6M:   0.000
Avg. price 1Y:   0.685
Avg. volume 1Y:   0.000
Volatility 1M:   118.45%
Volatility 6M:   103.46%
Volatility 1Y:   111.01%
Volatility 3Y:   -