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Soc. Generale Call 24 WBA 20.09.2.../  DE000SW222J4  /

Frankfurt Zert./SG
2024-06-05  9:35:13 PM Chg.-0.002 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.021EUR -8.70% 0.021
Bid Size: 50,000		 0.031
Ask Size: 50,000		 Walgreens Boots Alli... 24.00 USD 2024-09-20 Call
 

Master data

WKN: SW222J
Issuer: Société Générale
Currency: EUR
Underlying: Walgreens Boots Alliance Inc
Type: Warrant
Option type: Call
Strike price: 24.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-04
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.54
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.35
Parity: -0.73
Time value: 0.03
Break-even: 22.40
Moneyness: 0.67
Premium: 0.51
Premium p.a.: 3.10
Spread abs.: 0.01
Spread %: 41.67%
Delta: 0.15
Theta: -0.01
Omega: 6.72
Rho: 0.01
 

Quote data

Open: 0.024
High: 0.024
Low: 0.021
Previous Close: 0.023
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month
  -40.00%
3 Months
  -86.00%
YTD
  -95.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.028 0.018
1M High / 1M Low: 0.043 0.018
6M High / 6M Low: 0.470 0.018
High (YTD): 2024-01-02 0.460
Low (YTD): 2024-05-29 0.018
52W High: - -
52W Low: - -
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.028
Avg. volume 1M:   0.000
Avg. price 6M:   0.162
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   261.74%
Volatility 6M:   214.33%
Volatility 1Y:   -
Volatility 3Y:   -