Soc. Generale Call 60 EVD 20.12.2.../  DE000SW251S4  /

Frankfurt Zert./SG
7/26/2024  5:53:54 PM Chg.+0.050 Bid6:15:58 PM Ask6:15:58 PM Underlying Strike price Expiration date Option type
2.080EUR +2.46% 2.070
Bid Size: 3,000
2.130
Ask Size: 3,000
CTS EVENTIM KGAA 60.00 - 12/20/2024 Call
 

Master data

WKN: SW251S
Issuer: Société Générale
Currency: EUR
Underlying: CTS EVENTIM KGAA
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 12/20/2024
Issue date: 9/6/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.77
Leverage: Yes

Calculated values

Fair value: 1.92
Intrinsic value: 1.81
Implied volatility: 0.45
Historic volatility: 0.27
Parity: 1.81
Time value: 0.26
Break-even: 80.70
Moneyness: 1.30
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 1.97%
Delta: 0.87
Theta: -0.02
Omega: 3.27
Rho: 0.19
 

Quote data

Open: 2.000
High: 2.140
Low: 2.000
Previous Close: 2.030
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.80%
1 Month
  -1.89%
3 Months
  -15.79%
YTD  
+80.87%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.210 2.030
1M High / 1M Low: 2.250 1.890
6M High / 6M Low: 2.770 0.950
High (YTD): 4/8/2024 2.770
Low (YTD): 1/23/2024 0.880
52W High: - -
52W Low: - -
Avg. price 1W:   2.120
Avg. volume 1W:   0.000
Avg. price 1M:   2.066
Avg. volume 1M:   0.000
Avg. price 6M:   2.084
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.70%
Volatility 6M:   93.90%
Volatility 1Y:   -
Volatility 3Y:   -