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Soc. Generale Call 40 EUZ 20.09.2.../  DE000SW1ZM54  /

Frankfurt Zert./SG
30/08/2024  21:49:14 Chg.+0.010 Bid21:58:14 Ask21:58:14 Underlying Strike price Expiration date Option type
0.360EUR +2.86% 0.360
Bid Size: 8,400		 0.430
Ask Size: 8,400		 ECKERT+ZIEGLER INH ... 40.00 - 20/09/2024 Call
 

Master data

WKN: SW1ZM5
Issuer: Société Générale
Currency: EUR
Underlying: ECKERT+ZIEGLER INH O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 20/09/2024
Issue date: 08/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.85
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.33
Implied volatility: 0.59
Historic volatility: 0.41
Parity: 0.33
Time value: 0.11
Break-even: 44.40
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.55
Spread abs.: 0.04
Spread %: 10.00%
Delta: 0.75
Theta: -0.05
Omega: 7.35
Rho: 0.02
 

Quote data

Open: 0.380
High: 0.420
Low: 0.350
Previous Close: 0.350
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -21.74%
1 Month
  -23.40%
3 Months
  -50.68%
YTD
  -49.30%
1 Year
  -28.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.350
1M High / 1M Low: 0.470 0.290
6M High / 6M Low: 1.000 0.140
High (YTD): 30/01/2024 1.020
Low (YTD): 19/04/2024 0.140
52W High: 30/01/2024 1.020
52W Low: 19/04/2024 0.140
Avg. price 1W:   0.422
Avg. volume 1W:   0.000
Avg. price 1M:   0.391
Avg. volume 1M:   21.739
Avg. price 6M:   0.528
Avg. volume 6M:   1,437.209
Avg. price 1Y:   0.551
Avg. volume 1Y:   732.422
Volatility 1M:   192.00%
Volatility 6M:   250.97%
Volatility 1Y:   207.21%
Volatility 3Y:   -