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Soc. Generale Call 340 ALGN 20.09.../  DE000SW1YPG4  /

Frankfurt Zert./SG
7/10/2024  2:47:15 PM Chg.-0.040 Bid3:24:04 PM Ask3:24:04 PM Underlying Strike price Expiration date Option type
0.320EUR -11.11% 0.330
Bid Size: 9,100		 0.440
Ask Size: 9,100		 Align Technology Inc 340.00 USD 9/20/2024 Call
 

Master data

WKN: SW1YPG
Issuer: Société Générale
Currency: EUR
Underlying: Align Technology Inc
Type: Warrant
Option type: Call
Strike price: 340.00 USD
Maturity: 9/20/2024
Issue date: 8/7/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 58.68
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.42
Parity: -8.56
Time value: 0.39
Break-even: 318.30
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 4.33
Spread abs.: 0.02
Spread %: 5.41%
Delta: 0.14
Theta: -0.10
Omega: 8.40
Rho: 0.06
 

Quote data

Open: 0.300
High: 0.320
Low: 0.300
Previous Close: 0.360
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.34%
1 Month
  -38.46%
3 Months
  -91.92%
YTD
  -88.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.280
1M High / 1M Low: 0.790 0.280
6M High / 6M Low: 4.060 0.280
High (YTD): 4/9/2024 4.060
Low (YTD): 7/4/2024 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   0.328
Avg. volume 1W:   0.000
Avg. price 1M:   0.411
Avg. volume 1M:   0.000
Avg. price 6M:   2.044
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   240.54%
Volatility 6M:   182.59%
Volatility 1Y:   -
Volatility 3Y:   -