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Soc. Generale Call 44 CMCSA 20.09.../  DE000SW1YUD1  /

Frankfurt Zert./SG
2024-08-01  12:06:44 PM Chg.-0.005 Bid12:39:50 PM Ask12:39:50 PM Underlying Strike price Expiration date Option type
0.047EUR -9.62% 0.046
Bid Size: 20,000		 0.056
Ask Size: 20,000		 Comcast Corporation 44.00 USD 2024-09-20 Call
 

Master data

WKN: SW1YUD
Issuer: Société Générale
Currency: EUR
Underlying: Comcast Corporation
Type: Warrant
Option type: Call
Strike price: 44.00 USD
Maturity: 2024-09-20
Issue date: 2023-08-07
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 64.63
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.20
Parity: -0.25
Time value: 0.06
Break-even: 41.24
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 0.77
Spread abs.: 0.01
Spread %: 20.41%
Delta: 0.28
Theta: -0.01
Omega: 18.07
Rho: 0.01
 

Quote data

Open: 0.045
High: 0.047
Low: 0.043
Previous Close: 0.052
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+161.11%
1 Month  
+46.88%
3 Months
  -21.67%
YTD
  -87.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.052 0.018
1M High / 1M Low: 0.075 0.015
6M High / 6M Low: 0.510 0.015
High (YTD): 2024-02-01 0.510
Low (YTD): 2024-07-24 0.015
52W High: - -
52W Low: - -
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   0.129
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   417.13%
Volatility 6M:   270.97%
Volatility 1Y:   -
Volatility 3Y:   -