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Soc. Generale Call 50 MO 21.03.20.../  DE000SW3PJZ1  /

Frankfurt Zert./SG
2024-12-27  9:48:20 PM Chg.-0.020 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.400EUR -4.76% 0.400
Bid Size: 7,500		 0.410
Ask Size: 7,500		 Altria Group Inc 50.00 USD 2025-03-21 Call
 

Master data

WKN: SW3PJZ
Issuer: Société Générale
Currency: EUR
Underlying: Altria Group Inc
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 2025-03-21
Issue date: 2023-09-19
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.31
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.25
Implied volatility: 0.26
Historic volatility: 0.18
Parity: 0.25
Time value: 0.16
Break-even: 52.08
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.70
Theta: -0.02
Omega: 8.60
Rho: 0.07
 

Quote data

Open: 0.420
High: 0.430
Low: 0.390
Previous Close: 0.420
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.98%
1 Month
  -48.05%
3 Months  
+29.03%
YTD  
+925.64%
1 Year  
+852.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.420
1M High / 1M Low: 0.770 0.410
6M High / 6M Low: 0.770 0.097
High (YTD): 2024-11-29 0.770
Low (YTD): 2024-03-04 0.028
52W High: 2024-11-29 0.770
52W Low: 2024-03-04 0.028
Avg. price 1W:   0.425
Avg. volume 1W:   0.000
Avg. price 1M:   0.593
Avg. volume 1M:   0.000
Avg. price 6M:   0.370
Avg. volume 6M:   0.000
Avg. price 1Y:   0.217
Avg. volume 1Y:   0.000
Volatility 1M:   96.15%
Volatility 6M:   206.53%
Volatility 1Y:   189.35%
Volatility 3Y:   -