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Soc. Generale Call 70 TOTB 20.09..../  DE000SW1BYC3  /

Frankfurt Zert./SG
7/9/2024  9:36:25 PM Chg.-0.024 Bid9:59:07 PM Ask9:59:07 PM Underlying Strike price Expiration date Option type
0.050EUR -32.43% 0.047
Bid Size: 10,000		 0.057
Ask Size: 10,000		 TOTALENERGIES SE EO... 70.00 EUR 9/20/2024 Call
 

Master data

WKN: SW1BYC
Issuer: Société Générale
Currency: EUR
Underlying: TOTALENERGIES SE EO 2,50
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 9/20/2024
Issue date: 7/21/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 75.21
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.19
Parity: -0.53
Time value: 0.09
Break-even: 70.86
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.58
Spread abs.: 0.01
Spread %: 13.16%
Delta: 0.24
Theta: -0.01
Omega: 18.33
Rho: 0.03
 

Quote data

Open: 0.075
High: 0.075
Low: 0.050
Previous Close: 0.074
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -39.76%
1 Month
  -54.55%
3 Months
  -83.87%
YTD
  -72.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.074
1M High / 1M Low: 0.120 0.063
6M High / 6M Low: 0.410 0.063
High (YTD): 4/26/2024 0.410
Low (YTD): 6/21/2024 0.063
52W High: - -
52W Low: - -
Avg. price 1W:   0.093
Avg. volume 1W:   0.000
Avg. price 1M:   0.082
Avg. volume 1M:   0.000
Avg. price 6M:   0.163
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   231.35%
Volatility 6M:   214.63%
Volatility 1Y:   -
Volatility 3Y:   -