OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
25/07/2024  21:49:51 Chg.+0.021 Bid21:59:48 Ask21:59:48 Underlying Strike price Expiration date Option type
0.055EUR +61.76% 0.051
Bid Size: 15,000		 0.061
Ask Size: 15,000		 Charles Schwab Corpo... 75.00 USD 20/09/2024 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: 20/09/2024
Issue date: 07/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 144.21
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.26
Parity: -1.01
Time value: 0.04
Break-even: 69.61
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 1.84
Spread abs.: 0.01
Spread %: 32.26%
Delta: 0.12
Theta: -0.01
Omega: 17.39
Rho: 0.01
 

Quote data

Open: 0.019
High: 0.059
Low: 0.017
Previous Close: 0.034
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+96.43%
1 Month
  -84.29%
3 Months
  -89.81%
YTD
  -90.18%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.045 0.027
1M High / 1M Low: 0.410 0.027
6M High / 6M Low: 0.750 0.027
High (YTD): 21/05/2024 0.750
Low (YTD): 19/07/2024 0.027
52W High: - -
52W Low: - -
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.237
Avg. volume 1M:   0.000
Avg. price 6M:   0.363
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   405.81%
Volatility 6M:   221.73%
Volatility 1Y:   -
Volatility 3Y:   -