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Soc. Generale Call 45 AZ2 20.12.2.../  DE000SW1ZHW5  /

Frankfurt Zert./SG
11/7/2024  9:39:55 PM Chg.+0.110 Bid9:59:24 PM Ask9:59:24 PM Underlying Strike price Expiration date Option type
0.870EUR +14.47% 0.870
Bid Size: 3,500		 0.980
Ask Size: 3,500		 ANDRITZ AG 45.00 EUR 12/20/2024 Call
 

Master data

WKN: SW1ZHW
Issuer: Société Générale
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Call
Strike price: 45.00 EUR
Maturity: 12/20/2024
Issue date: 8/8/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.25
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.75
Implied volatility: 0.48
Historic volatility: 0.24
Parity: 0.75
Time value: 0.09
Break-even: 53.40
Moneyness: 1.17
Premium: 0.02
Premium p.a.: 0.16
Spread abs.: 0.06
Spread %: 7.69%
Delta: 0.85
Theta: -0.03
Omega: 5.31
Rho: 0.04
 

Quote data

Open: 0.720
High: 0.870
Low: 0.720
Previous Close: 0.760
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.12%
1 Month
  -52.46%
3 Months
  -25.64%
YTD
  -32.03%
1 Year  
+22.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.760
1M High / 1M Low: 1.950 0.760
6M High / 6M Low: 1.990 0.760
High (YTD): 9/26/2024 1.990
Low (YTD): 11/6/2024 0.760
52W High: 9/26/2024 1.990
52W Low: 11/8/2023 0.710
Avg. price 1W:   0.880
Avg. volume 1W:   0.000
Avg. price 1M:   1.464
Avg. volume 1M:   0.000
Avg. price 6M:   1.372
Avg. volume 6M:   0.000
Avg. price 1Y:   1.292
Avg. volume 1Y:   0.000
Volatility 1M:   139.60%
Volatility 6M:   94.16%
Volatility 1Y:   85.02%
Volatility 3Y:   -