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Soc. Generale Call 26 BATS 21.06..../  DE000SW2DHE8  /

Frankfurt Zert./SG
2024-05-24  9:44:31 PM Chg.-0.004 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
0.001EUR -80.00% 0.001
Bid Size: 10,000		 0.020
Ask Size: 10,000		 British American Tob... 26.00 GBP 2024-06-21 Call
 

Master data

WKN: SW2DHE
Issuer: Société Générale
Currency: EUR
Underlying: British American Tobacco PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 26.00 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: 141.80
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.20
Parity: -0.22
Time value: 0.02
Break-even: 30.73
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 1.96
Spread abs.: 0.02
Spread %: 400.00%
Delta: 0.18
Theta: -0.01
Omega: 25.57
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.004
Low: 0.001
Previous Close: 0.005
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -95.00%
1 Month
  -90.00%
3 Months
  -96.15%
YTD
  -96.77%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.001
1M High / 1M Low: 0.022 0.001
6M High / 6M Low: 0.120 0.001
High (YTD): 2024-02-08 0.072
Low (YTD): 2024-05-24 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   0.031
Avg. volume 6M:   161.290
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   419.12%
Volatility 6M:   399.40%
Volatility 1Y:   -
Volatility 3Y:   -