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Soc. Generale Call 40 G1A 20.09.2.../  DE000SW1ZPA4  /

Frankfurt Zert./SG
8/23/2024  9:37:45 PM Chg.+0.010 Bid8/23/2024 Ask8/23/2024 Underlying Strike price Expiration date Option type
0.150EUR +7.14% 0.150
Bid Size: 10,000		 0.170
Ask Size: 10,000		 GEA GROUP AG 40.00 EUR 9/20/2024 Call
 

Master data

WKN: SW1ZPA
Issuer: Société Générale
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 9/20/2024
Issue date: 8/8/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 24.14
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.10
Implied volatility: 0.23
Historic volatility: 0.20
Parity: 0.10
Time value: 0.07
Break-even: 41.70
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.68
Theta: -0.02
Omega: 16.50
Rho: 0.02
 

Quote data

Open: 0.150
High: 0.170
Low: 0.140
Previous Close: 0.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -11.76%
3 Months  
+7.14%
YTD
  -28.57%
1 Year
  -48.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.130
1M High / 1M Low: 0.190 0.084
6M High / 6M Low: 0.240 0.084
High (YTD): 3/27/2024 0.240
Low (YTD): 8/6/2024 0.084
52W High: 8/30/2023 0.320
52W Low: 8/6/2024 0.084
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.142
Avg. volume 1M:   0.000
Avg. price 6M:   0.150
Avg. volume 6M:   0.000
Avg. price 1Y:   0.160
Avg. volume 1Y:   0.000
Volatility 1M:   214.87%
Volatility 6M:   214.24%
Volatility 1Y:   188.78%
Volatility 3Y:   -