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Soc. Generale Call 70 LEG 20.09.2.../  DE000SW1ZR59  /

EUWAX
8/16/2024  5:05:01 PM Chg.+0.01 Bid5:47:14 PM Ask5:47:14 PM Underlying Strike price Expiration date Option type
1.42EUR +0.71% 1.38
Bid Size: 2,200		 1.50
Ask Size: 2,200		 LEG IMMOBILIEN SE NA... 70.00 EUR 9/20/2024 Call
 

Master data

WKN: SW1ZR5
Issuer: Société Générale
Currency: EUR
Underlying: LEG IMMOBILIEN SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 9/20/2024
Issue date: 8/8/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.60
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 1.40
Implied volatility: 0.53
Historic volatility: 0.35
Parity: 1.40
Time value: 0.10
Break-even: 85.00
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 2.04%
Delta: 0.89
Theta: -0.04
Omega: 4.97
Rho: 0.06
 

Quote data

Open: 1.46
High: 1.50
Low: 1.42
Previous Close: 1.41
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.58%
1 Month  
+8.40%
3 Months
  -18.86%
YTD
  -6.58%
1 Year  
+108.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.52 1.38
1M High / 1M Low: 1.56 1.14
6M High / 6M Low: 1.76 0.60
High (YTD): 5/17/2024 1.76
Low (YTD): 2/29/2024 0.60
52W High: 5/17/2024 1.76
52W Low: 10/26/2023 0.34
Avg. price 1W:   1.43
Avg. volume 1W:   0.00
Avg. price 1M:   1.31
Avg. volume 1M:   0.00
Avg. price 6M:   1.12
Avg. volume 6M:   0.00
Avg. price 1Y:   1.02
Avg. volume 1Y:   0.00
Volatility 1M:   119.63%
Volatility 6M:   160.62%
Volatility 1Y:   159.23%
Volatility 3Y:   -