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Soc. Generale Call 54 NWT 20.09.2.../  DE000SW1Y3S7  /

Frankfurt Zert./SG
2024-07-31  9:39:26 PM Chg.-0.070 Bid9:59:15 PM Ask9:59:15 PM Underlying Strike price Expiration date Option type
0.540EUR -11.48% 0.540
Bid Size: 8,000		 0.550
Ask Size: 8,000		 WELLS FARGO + CO.DL ... 54.00 - 2024-09-20 Call
 

Master data

WKN: SW1Y3S
Issuer: Société Générale
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 54.00 -
Maturity: 2024-09-20
Issue date: 2023-08-07
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.25
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.15
Implied volatility: 0.62
Historic volatility: 0.21
Parity: 0.15
Time value: 0.45
Break-even: 60.00
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 0.75
Spread abs.: 0.01
Spread %: 1.69%
Delta: 0.60
Theta: -0.05
Omega: 5.55
Rho: 0.04
 

Quote data

Open: 0.570
High: 0.600
Low: 0.540
Previous Close: 0.610
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.57%
1 Month
  -11.48%
3 Months
  -25.00%
YTD  
+107.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.560
1M High / 1M Low: 0.730 0.350
6M High / 6M Low: 0.890 0.180
High (YTD): 2024-05-15 0.890
Low (YTD): 2024-01-18 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.588
Avg. volume 1W:   0.000
Avg. price 1M:   0.596
Avg. volume 1M:   0.000
Avg. price 6M:   0.580
Avg. volume 6M:   11.811
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   288.14%
Volatility 6M:   192.09%
Volatility 1Y:   -
Volatility 3Y:   -