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Soc. Generale Call 44 NWT 20.09.2.../  DE000SW1Y3N8  /

Frankfurt Zert./SG
8/15/2024  9:58:19 AM Chg.+0.050 Bid5:37:02 PM Ask- Underlying Strike price Expiration date Option type
0.850EUR +6.25% 1.030
Bid Size: 200,000		 -
Ask Size: -		 WELLS FARGO + CO.DL ... 44.00 - 9/20/2024 Call
 

Master data

WKN: SW1Y3N
Issuer: Société Générale
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 44.00 -
Maturity: 9/20/2024
Issue date: 8/7/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.30
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.47
Implied volatility: 1.12
Historic volatility: 0.21
Parity: 0.47
Time value: 0.45
Break-even: 53.20
Moneyness: 1.11
Premium: 0.09
Premium p.a.: 1.43
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.68
Theta: -0.09
Omega: 3.62
Rho: 0.02
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.800
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.41%
1 Month
  -32.54%
3 Months
  -50.87%
YTD  
+14.86%
1 Year  
+77.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.780
1M High / 1M Low: 1.560 0.780
6M High / 6M Low: 1.730 0.780
High (YTD): 5/15/2024 1.730
Low (YTD): 1/18/2024 0.510
52W High: 5/15/2024 1.730
52W Low: 10/27/2023 0.250
Avg. price 1W:   0.822
Avg. volume 1W:   0.000
Avg. price 1M:   1.188
Avg. volume 1M:   0.000
Avg. price 6M:   1.348
Avg. volume 6M:   0.000
Avg. price 1Y:   0.913
Avg. volume 1Y:   0.000
Volatility 1M:   146.45%
Volatility 6M:   90.06%
Volatility 1Y:   113.57%
Volatility 3Y:   -