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

Frankfurt Zert./SG
2024-07-26  12:11:01 PM Chg.0.000 Bid1:17:52 PM Ask1:17:52 PM Underlying Strike price Expiration date Option type
1.180EUR 0.00% 1.160
Bid Size: 7,000		 1.180
Ask Size: 7,000		 LEG IMMOBILIEN SE NA... 70.00 EUR 2024-09-20 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: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.68
Leverage: Yes

Calculated values

Fair value: 1.13
Intrinsic value: 1.02
Implied volatility: 0.44
Historic volatility: 0.34
Parity: 1.02
Time value: 0.18
Break-even: 82.00
Moneyness: 1.15
Premium: 0.02
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 1.69%
Delta: 0.82
Theta: -0.04
Omega: 5.47
Rho: 0.08
 

Quote data

Open: 1.140
High: 1.230
Low: 1.140
Previous Close: 1.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.67%
1 Month  
+43.90%
3 Months  
+13.46%
YTD
  -22.37%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.290 1.140
1M High / 1M Low: 1.470 0.820
6M High / 6M Low: 1.770 0.610
High (YTD): 2024-05-17 1.770
Low (YTD): 2024-02-28 0.610
52W High: - -
52W Low: - -
Avg. price 1W:   1.212
Avg. volume 1W:   0.000
Avg. price 1M:   1.122
Avg. volume 1M:   0.000
Avg. price 6M:   1.078
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.51%
Volatility 6M:   150.64%
Volatility 1Y:   -
Volatility 3Y:   -