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Soc. Generale Call 45 EUZ 20.09.2.../  DE000SW2BGE4  /

Frankfurt Zert./SG
30/08/2024  14:30:41 Chg.+0.018 Bid14:49:30 Ask14:49:30 Underlying Strike price Expiration date Option type
0.089EUR +25.35% 0.087
Bid Size: 10,000		 0.110
Ask Size: 10,000		 ECKERT+ZIEGLER INH ... 45.00 - 20/09/2024 Call
 

Master data

WKN: SW2BGE
Issuer: Société Générale
Currency: EUR
Underlying: ECKERT+ZIEGLER INH O.N.
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 20/09/2024
Issue date: 16/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 43.34
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.41
Parity: -0.17
Time value: 0.10
Break-even: 46.00
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 1.82
Spread abs.: 0.02
Spread %: 20.48%
Delta: 0.37
Theta: -0.04
Omega: 16.11
Rho: 0.01
 

Quote data

Open: 0.080
High: 0.093
Low: 0.080
Previous Close: 0.071
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -31.54%
1 Month
  -53.16%
3 Months
  -79.30%
YTD
  -81.84%
1 Year
  -75.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.071
1M High / 1M Low: 0.200 0.071
6M High / 6M Low: 0.630 0.071
High (YTD): 30/01/2024 0.710
Low (YTD): 29/08/2024 0.071
52W High: 30/01/2024 0.710
52W Low: 29/08/2024 0.071
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.124
Avg. volume 1M:   0.000
Avg. price 6M:   0.293
Avg. volume 6M:   0.000
Avg. price 1Y:   0.345
Avg. volume 1Y:   43.445
Volatility 1M:   280.31%
Volatility 6M:   292.10%
Volatility 1Y:   235.25%
Volatility 3Y:   -