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Soc. Generale Call 60 LEG 20.09.2.../  DE000SW1ZR42  /

Frankfurt Zert./SG
2024-07-26  1:20:30 PM Chg.0.000 Bid1:52:10 PM Ask1:52:10 PM Underlying Strike price Expiration date Option type
2.060EUR 0.00% 2.110
Bid Size: 6,000		 2.150
Ask Size: 6,000		 LEG IMMOBILIEN SE NA... 60.00 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZR4
Issuer: Société Générale
Currency: EUR
Underlying: LEG IMMOBILIEN SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.78
Leverage: Yes

Calculated values

Fair value: 2.05
Intrinsic value: 2.02
Implied volatility: 0.58
Historic volatility: 0.34
Parity: 2.02
Time value: 0.10
Break-even: 81.20
Moneyness: 1.34
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 1.92%
Delta: 0.92
Theta: -0.03
Omega: 3.48
Rho: 0.08
 

Quote data

Open: 2.010
High: 2.140
Low: 2.010
Previous Close: 2.060
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.48%
1 Month  
+31.21%
3 Months  
+17.71%
YTD
  -6.36%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.180 2.010
1M High / 1M Low: 2.370 1.570
6M High / 6M Low: 2.680 1.150
High (YTD): 2024-05-17 2.680
Low (YTD): 2024-02-28 1.150
52W High: - -
52W Low: - -
Avg. price 1W:   2.092
Avg. volume 1W:   0.000
Avg. price 1M:   1.969
Avg. volume 1M:   0.000
Avg. price 6M:   1.807
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.76%
Volatility 6M:   113.28%
Volatility 1Y:   -
Volatility 3Y:   -