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Soc. Generale Call 42 G1A 20.09.2.../  DE000SW1ZPB2  /

Frankfurt Zert./SG
8/23/2024  9:51:00 PM Chg.+0.004 Bid9:53:44 PM Ask9:53:44 PM Underlying Strike price Expiration date Option type
0.049EUR +8.89% 0.050
Bid Size: 10,000		 0.060
Ask Size: 10,000		 GEA GROUP AG 42.00 EUR 9/20/2024 Call
 

Master data

WKN: SW1ZPB
Issuer: Société Générale
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 42.00 EUR
Maturity: 9/20/2024
Issue date: 8/8/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 68.40
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.20
Parity: -0.10
Time value: 0.06
Break-even: 42.60
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.66
Spread abs.: 0.01
Spread %: 20.00%
Delta: 0.37
Theta: -0.02
Omega: 25.58
Rho: 0.01
 

Quote data

Open: 0.049
High: 0.054
Low: 0.042
Previous Close: 0.045
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.26%
1 Month
  -39.51%
3 Months
  -35.53%
YTD
  -65.00%
1 Year
  -78.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.042
1M High / 1M Low: 0.097 0.033
6M High / 6M Low: 0.160 0.033
High (YTD): 3/27/2024 0.160
Low (YTD): 8/5/2024 0.033
52W High: 8/31/2023 0.250
52W Low: 8/5/2024 0.033
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.058
Avg. volume 1M:   0.000
Avg. price 6M:   0.082
Avg. volume 6M:   0.000
Avg. price 1Y:   0.100
Avg. volume 1Y:   0.000
Volatility 1M:   277.08%
Volatility 6M:   257.94%
Volatility 1Y:   224.04%
Volatility 3Y:   -