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Soc. Generale Call 90 BNP 20.12.2.../  DE000SW1LRZ7  /

Frankfurt Zert./SG
2024-07-26  9:42:32 PM Chg.0.000 Bid9:55:18 PM Ask9:55:18 PM Underlying Strike price Expiration date Option type
0.019EUR 0.00% 0.020
Bid Size: 10,000		 0.030
Ask Size: 10,000		 BNP PARIBAS INH. ... 90.00 EUR 2024-12-20 Call
 

Master data

WKN: SW1LRZ
Issuer: Société Générale
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-28
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 214.87
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -2.55
Time value: 0.03
Break-even: 90.30
Moneyness: 0.72
Premium: 0.40
Premium p.a.: 1.32
Spread abs.: 0.01
Spread %: 50.00%
Delta: 0.06
Theta: -0.01
Omega: 12.90
Rho: 0.01
 

Quote data

Open: 0.017
High: 0.021
Low: 0.017
Previous Close: 0.019
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.76%
1 Month     0.00%
3 Months
  -58.70%
YTD
  -45.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.015
1M High / 1M Low: 0.025 0.012
6M High / 6M Low: 0.072 0.005
High (YTD): 2024-05-20 0.072
Low (YTD): 2024-02-16 0.005
52W High: - -
52W Low: - -
Avg. price 1W:   0.019
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.029
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   268.20%
Volatility 6M:   304.52%
Volatility 1Y:   -
Volatility 3Y:   -