Soc. Generale Call 54 SGM 20.09.2.../  DE000SW1ZC72  /

Frankfurt Zert./SG
2024-07-12  9:38:40 PM Chg.+0.001 Bid9:55:16 PM Ask9:55:16 PM Underlying Strike price Expiration date Option type
0.015EUR +7.14% 0.014
Bid Size: 15,000
0.024
Ask Size: 15,000
STMICROELECTRONICS 54.00 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZC7
Issuer: Société Générale
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 54.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 176.45
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.30
Parity: -1.52
Time value: 0.02
Break-even: 54.22
Moneyness: 0.72
Premium: 0.40
Premium p.a.: 4.71
Spread abs.: 0.01
Spread %: 83.33%
Delta: 0.07
Theta: -0.01
Omega: 12.06
Rho: 0.00
 

Quote data

Open: 0.013
High: 0.016
Low: 0.013
Previous Close: 0.014
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month
  -69.39%
3 Months
  -78.57%
YTD
  -94.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.021 0.014
1M High / 1M Low: 0.049 0.011
6M High / 6M Low: 0.190 0.011
High (YTD): 2024-01-02 0.220
Low (YTD): 2024-07-01 0.011
52W High: - -
52W Low: - -
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   0.077
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   289.59%
Volatility 6M:   223.73%
Volatility 1Y:   -
Volatility 3Y:   -