Soc. Generale Call 90 BNR 21.03.2.../  DE000SW8GLG5  /

Frankfurt Zert./SG
2024-08-30  9:43:54 PM Chg.-0.001 Bid8:33:53 AM Ask8:33:53 AM Underlying Strike price Expiration date Option type
0.045EUR -2.17% 0.043
Bid Size: 10,000
0.054
Ask Size: 10,000
BRENNTAG SE NA O.N. 90.00 EUR 2025-03-21 Call
 

Master data

WKN: SW8GLG
Issuer: Société Générale
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 2025-03-21
Issue date: 2024-04-03
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 122.22
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -2.28
Time value: 0.06
Break-even: 90.55
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 0.71
Spread abs.: 0.01
Spread %: 22.22%
Delta: 0.10
Theta: -0.01
Omega: 11.82
Rho: 0.03
 

Quote data

Open: 0.045
High: 0.048
Low: 0.044
Previous Close: 0.046
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+15.38%
1 Month
  -28.57%
3 Months
  -33.82%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.048 0.039
1M High / 1M Low: 0.070 0.032
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.045
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   200.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -