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Soc. Generale Call 120 SQU 20.09..../  DE000SW1ZF53  /

Frankfurt Zert./SG
2024-05-31  9:40:37 PM Chg.+0.010 Bid9:52:18 PM Ask9:52:18 PM Underlying Strike price Expiration date Option type
0.290EUR +3.57% 0.300
Bid Size: 10,000		 0.310
Ask Size: 10,000		 VINCI S.A. INH. EO... 120.00 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZF5
Issuer: Société Générale
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 120.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 36.92
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.14
Parity: -0.56
Time value: 0.31
Break-even: 123.10
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.39
Theta: -0.03
Omega: 14.29
Rho: 0.13
 

Quote data

Open: 0.290
High: 0.300
Low: 0.270
Previous Close: 0.280
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.57%
1 Month  
+16.00%
3 Months
  -45.28%
YTD
  -48.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.250
1M High / 1M Low: 0.420 0.250
6M High / 6M Low: 0.770 0.250
High (YTD): 2024-02-06 0.670
Low (YTD): 2024-05-29 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.286
Avg. volume 1W:   0.000
Avg. price 1M:   0.326
Avg. volume 1M:   0.000
Avg. price 6M:   0.491
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   160.17%
Volatility 6M:   142.16%
Volatility 1Y:   -
Volatility 3Y:   -