Soc. Generale Call 55 EVD 20.09.2.../  DE000SW251J3  /

Frankfurt Zert./SG
2024-07-24  9:36:30 PM Chg.+0.120 Bid9:59:10 PM Ask9:59:10 PM Underlying Strike price Expiration date Option type
2.510EUR +5.02% 2.490
Bid Size: 2,000
2.590
Ask Size: 2,000
CTS EVENTIM KGAA 55.00 - 2024-09-20 Call
 

Master data

WKN: SW251J
Issuer: Société Générale
Currency: EUR
Underlying: CTS EVENTIM KGAA
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2024-09-20
Issue date: 2023-09-06
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.16
Leverage: Yes

Calculated values

Fair value: 2.43
Intrinsic value: 2.40
Implied volatility: 0.68
Historic volatility: 0.27
Parity: 2.40
Time value: 0.11
Break-even: 80.00
Moneyness: 1.44
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.07
Spread %: 2.88%
Delta: 0.93
Theta: -0.03
Omega: 2.94
Rho: 0.08
 

Quote data

Open: 2.330
High: 2.570
Low: 2.330
Previous Close: 2.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.72%
1 Month  
+5.46%
3 Months
  -9.71%
YTD  
+93.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.510 2.390
1M High / 1M Low: 2.560 2.150
6M High / 6M Low: 3.060 1.050
High (YTD): 2024-04-08 3.060
Low (YTD): 2024-01-23 0.980
52W High: - -
52W Low: - -
Avg. price 1W:   2.430
Avg. volume 1W:   0.000
Avg. price 1M:   2.349
Avg. volume 1M:   0.000
Avg. price 6M:   2.332
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.12%
Volatility 6M:   91.13%
Volatility 1Y:   -
Volatility 3Y:   -