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Soc. Generale Call 46 SGM 20.09.2.../  DE000SW1ZC31  /

Frankfurt Zert./SG
2024-07-12  9:44:36 PM Chg.+0.004 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
0.058EUR +7.41% 0.057
Bid Size: 15,000		 0.067
Ask Size: 15,000		 STMICROELECTRONICS 46.00 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZC3
Issuer: Société Générale
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 46.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 65.80
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.30
Parity: -0.72
Time value: 0.06
Break-even: 46.59
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 1.59
Spread abs.: 0.01
Spread %: 20.41%
Delta: 0.18
Theta: -0.01
Omega: 12.01
Rho: 0.01
 

Quote data

Open: 0.052
High: 0.065
Low: 0.052
Previous Close: 0.054
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.31%
1 Month
  -58.57%
3 Months
  -63.75%
YTD
  -90.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.071 0.054
1M High / 1M Low: 0.140 0.040
6M High / 6M Low: 0.430 0.040
High (YTD): 2024-01-02 0.480
Low (YTD): 2024-07-01 0.040
52W High: - -
52W Low: - -
Avg. price 1W:   0.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.071
Avg. volume 1M:   0.000
Avg. price 6M:   0.185
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   248.87%
Volatility 6M:   221.34%
Volatility 1Y:   -
Volatility 3Y:   -