Soc. Generale Call 90 BNP 21.03.2.../  DE000SW8L7N7  /

Frankfurt Zert./SG
8/30/2024  9:47:32 PM Chg.0.000 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
0.024EUR 0.00% 0.024
Bid Size: 10,000
0.034
Ask Size: 10,000
BNP PARIBAS INH. ... 90.00 EUR 3/21/2025 Call
 

Master data

WKN: SW8L7N
Issuer: Société Générale
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 3/21/2025
Issue date: 4/5/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 184.06
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.23
Parity: -2.74
Time value: 0.03
Break-even: 90.34
Moneyness: 0.70
Premium: 0.44
Premium p.a.: 0.94
Spread abs.: 0.01
Spread %: 41.67%
Delta: 0.06
Theta: 0.00
Omega: 11.78
Rho: 0.02
 

Quote data

Open: 0.022
High: 0.025
Low: 0.022
Previous Close: 0.024
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month
  -36.84%
3 Months
  -78.18%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.024 0.022
1M High / 1M Low: 0.038 0.018
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   163.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -