OverviewChartNewsTraderScreen

Soc. Generale Call 50 BMY 17.01.2.../  DE000SW3VV97  /

Frankfurt Zert./SG
2024-11-14  8:13:06 PM Chg.+0.020 Bid9:16:45 PM Ask- Underlying Strike price Expiration date Option type
0.870EUR +2.35% 0.850
Bid Size: 150,000		 -
Ask Size: -		 Bristol Myers Squibb... 50.00 USD 2025-01-17 Call
 

Master data

WKN: SW3VV9
Issuer: Société Générale
Currency: EUR
Underlying: Bristol Myers Squibb Co
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 2025-01-17
Issue date: 2023-09-22
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.58
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.80
Implied volatility: 0.26
Historic volatility: 0.26
Parity: 0.80
Time value: 0.04
Break-even: 55.72
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.01
Omega: 6.15
Rho: 0.08
 

Quote data

Open: 0.830
High: 0.930
Low: 0.800
Previous Close: 0.850
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+58.18%
1 Month  
+102.33%
3 Months  
+190.00%
YTD  
+61.11%
1 Year  
+58.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.470
1M High / 1M Low: 0.990 0.380
6M High / 6M Low: 0.990 0.064
High (YTD): 2024-11-11 0.990
Low (YTD): 2024-07-03 0.064
52W High: 2024-11-11 0.990
52W Low: 2024-07-03 0.064
Avg. price 1W:   0.752
Avg. volume 1W:   0.000
Avg. price 1M:   0.535
Avg. volume 1M:   0.000
Avg. price 6M:   0.261
Avg. volume 6M:   250
Avg. price 1Y:   0.356
Avg. volume 1Y:   128.906
Volatility 1M:   441.69%
Volatility 6M:   294.33%
Volatility 1Y:   228.25%
Volatility 3Y:   -