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Soc. Generale Call 4 BSD2 20.09.2.../  DE000SW1ZJ67  /

Frankfurt Zert./SG
8/15/2024  10:11:44 AM Chg.+0.010 Bid8:54:39 PM Ask8:54:39 PM Underlying Strike price Expiration date Option type
0.250EUR +4.17% 0.320
Bid Size: 9,400		 0.340
Ask Size: 9,400		 BCO SANTANDER N.EO0,... 4.00 EUR 9/20/2024 Call
 

Master data

WKN: SW1ZJ6
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.00 EUR
Maturity: 9/20/2024
Issue date: 8/8/2023
Last trading day: 9/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 15.77
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.10
Implied volatility: 0.39
Historic volatility: 0.23
Parity: 0.10
Time value: 0.16
Break-even: 4.26
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 4.00%
Delta: 0.61
Theta: 0.00
Omega: 9.70
Rho: 0.00
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.17%
1 Month
  -53.70%
3 Months
  -73.12%
YTD
  -7.41%
1 Year
  -7.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.230
1M High / 1M Low: 0.750 0.230
6M High / 6M Low: 0.980 0.150
High (YTD): 5/17/2024 0.980
Low (YTD): 1/29/2024 0.130
52W High: 5/17/2024 0.980
52W Low: 1/29/2024 0.130
Avg. price 1W:   0.242
Avg. volume 1W:   0.000
Avg. price 1M:   0.447
Avg. volume 1M:   0.000
Avg. price 6M:   0.576
Avg. volume 6M:   223.228
Avg. price 1Y:   0.408
Avg. volume 1Y:   427.188
Volatility 1M:   194.49%
Volatility 6M:   142.37%
Volatility 1Y:   151.28%
Volatility 3Y:   -