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Soc. Generale Call 320 ALGN 20.09.../  DE000SW1YPF6  /

Frankfurt Zert./SG
2024-07-10  9:49:10 PM Chg.+0.010 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.510EUR +2.00% 0.530
Bid Size: 5,700		 0.550
Ask Size: 5,700		 Align Technology Inc 320.00 USD 2024-09-20 Call
 

Master data

WKN: SW1YPF
Issuer: Société Générale
Currency: EUR
Underlying: Align Technology Inc
Type: Warrant
Option type: Call
Strike price: 320.00 USD
Maturity: 2024-09-20
Issue date: 2023-08-07
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 44.01
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.42
Parity: -6.71
Time value: 0.52
Break-even: 301.10
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 3.02
Spread abs.: 0.02
Spread %: 4.00%
Delta: 0.19
Theta: -0.11
Omega: 8.25
Rho: 0.07
 

Quote data

Open: 0.440
High: 0.510
Low: 0.440
Previous Close: 0.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+24.39%
1 Month
  -26.09%
3 Months
  -89.46%
YTD
  -84.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.400
1M High / 1M Low: 1.050 0.390
6M High / 6M Low: 4.920 0.390
High (YTD): 2024-04-09 4.920
Low (YTD): 2024-06-25 0.390
52W High: - -
52W Low: - -
Avg. price 1W:   0.458
Avg. volume 1W:   0.000
Avg. price 1M:   0.546
Avg. volume 1M:   0.000
Avg. price 6M:   2.550
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   238.12%
Volatility 6M:   171.29%
Volatility 1Y:   -
Volatility 3Y:   -