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Soc. Generale Call 34 G1A 20.09.2.../  DE000SW2KV91  /

Frankfurt Zert./SG
9/11/2024  3:33:36 PM Chg.0.000 Bid4:15:33 PM Ask4:15:33 PM Underlying Strike price Expiration date Option type
0.820EUR 0.00% 0.780
Bid Size: 9,000		 0.810
Ask Size: 9,000		 GEA GROUP AG 34.00 EUR 9/20/2024 Call
 

Master data

WKN: SW2KV9
Issuer: Société Générale
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 9/20/2024
Issue date: 8/22/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.86
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.83
Implied volatility: 1.18
Historic volatility: 0.20
Parity: 0.83
Time value: 0.04
Break-even: 42.70
Moneyness: 1.24
Premium: 0.01
Premium p.a.: 0.52
Spread abs.: 0.03
Spread %: 3.57%
Delta: 0.90
Theta: -0.08
Omega: 4.36
Rho: 0.01
 

Quote data

Open: 0.800
High: 0.830
Low: 0.800
Previous Close: 0.820
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.89%
1 Month  
+36.67%
3 Months  
+78.26%
YTD  
+51.85%
1 Year  
+36.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.720
1M High / 1M Low: 0.820 0.600
6M High / 6M Low: 0.820 0.380
High (YTD): 9/10/2024 0.820
Low (YTD): 1/22/2024 0.340
52W High: 9/10/2024 0.820
52W Low: 10/27/2023 0.260
Avg. price 1W:   0.772
Avg. volume 1W:   0.000
Avg. price 1M:   0.709
Avg. volume 1M:   0.000
Avg. price 6M:   0.557
Avg. volume 6M:   0.000
Avg. price 1Y:   0.488
Avg. volume 1Y:   0.000
Volatility 1M:   80.36%
Volatility 6M:   105.71%
Volatility 1Y:   111.06%
Volatility 3Y:   -