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

Frankfurt Zert./SG
2024-07-09  10:51:27 AM Chg.-0.030 Bid2024-07-09 Ask2024-07-09 Underlying Strike price Expiration date Option type
0.550EUR -5.17% 0.550
Bid Size: 6,000		 0.610
Ask Size: 6,000		 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: 9.39
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.05
Implied volatility: 0.56
Historic volatility: 0.20
Parity: 0.05
Time value: 0.53
Break-even: 59.80
Moneyness: 1.01
Premium: 0.10
Premium p.a.: 0.59
Spread abs.: 0.01
Spread %: 1.75%
Delta: 0.58
Theta: -0.04
Omega: 5.40
Rho: 0.05
 

Quote data

Open: 0.550
High: 0.550
Low: 0.540
Previous Close: 0.580
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -24.66%
1 Month
  -5.17%
3 Months
  -9.84%
YTD  
+111.54%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.580
1M High / 1M Low: 0.730 0.460
6M High / 6M Low: 0.890 0.130
High (YTD): 2024-05-15 0.890
Low (YTD): 2024-01-18 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.650
Avg. volume 1W:   0.000
Avg. price 1M:   0.571
Avg. volume 1M:   0.000
Avg. price 6M:   0.533
Avg. volume 6M:   11.811
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   170.47%
Volatility 6M:   171.64%
Volatility 1Y:   -
Volatility 3Y:   -