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Soc. Generale Call 75 SCHW 20.09..../  DE000SW1YTN2  /

Frankfurt Zert./SG
2024-07-26  9:40:32 PM Chg.0.000 Bid9:59:43 PM Ask9:59:43 PM Underlying Strike price Expiration date Option type
0.055EUR 0.00% 0.051
Bid Size: 15,000		 0.061
Ask Size: 15,000		 Charles Schwab Corpo... 75.00 USD 2024-09-20 Call
 

Master data

WKN: SW1YTN
Issuer: Société Générale
Currency: EUR
Underlying: Charles Schwab Corporation
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 2024-09-20
Issue date: 2023-08-07
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 100.57
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.26
Parity: -0.77
Time value: 0.06
Break-even: 69.70
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 1.33
Spread abs.: 0.01
Spread %: 19.61%
Delta: 0.17
Theta: -0.02
Omega: 17.34
Rho: 0.02
 

Quote data

Open: 0.043
High: 0.064
Low: 0.043
Previous Close: 0.055
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+103.70%
1 Month
  -82.81%
3 Months
  -90.00%
YTD
  -90.18%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.055 0.034
1M High / 1M Low: 0.410 0.027
6M High / 6M Low: 0.750 0.027
High (YTD): 2024-05-21 0.750
Low (YTD): 2024-07-19 0.027
52W High: - -
52W Low: - -
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.211
Avg. volume 1M:   0.000
Avg. price 6M:   0.360
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   466.71%
Volatility 6M:   237.49%
Volatility 1Y:   -
Volatility 3Y:   -