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Soc. Generale Call 24 BATS 21.06..../  DE000SW2DHD0  /

Frankfurt Zert./SG
2024-05-24  9:41:59 PM Chg.-0.030 Bid2024-05-24 Ask2024-05-24 Underlying Strike price Expiration date Option type
0.053EUR -36.14% 0.053
Bid Size: 10,000		 0.063
Ask Size: 10,000		 British American Tob... 24.00 GBP 2024-06-21 Call
 

Master data

WKN: SW2DHD
Issuer: Société Générale
Currency: EUR
Underlying: British American Tobacco PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 24.00 GBP
Maturity: 2024-06-21
Issue date: 2023-08-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 45.02
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.02
Implied volatility: 0.16
Historic volatility: 0.20
Parity: 0.02
Time value: 0.05
Break-even: 28.81
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 18.87%
Delta: 0.59
Theta: -0.01
Omega: 26.61
Rho: 0.01
 

Quote data

Open: 0.061
High: 0.069
Low: 0.053
Previous Close: 0.083
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -59.23%
1 Month
  -14.52%
3 Months
  -41.11%
YTD
  -46.46%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.053
1M High / 1M Low: 0.130 0.053
6M High / 6M Low: 0.250 0.045
High (YTD): 2024-02-08 0.180
Low (YTD): 2024-04-16 0.045
52W High: - -
52W Low: - -
Avg. price 1W:   0.095
Avg. volume 1W:   0.000
Avg. price 1M:   0.092
Avg. volume 1M:   0.000
Avg. price 6M:   0.102
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   217.02%
Volatility 6M:   255.48%
Volatility 1Y:   -
Volatility 3Y:   -