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Soc. Generale Call 26 JEN 21.06.2.../  DE000SW2BGT2  /

Frankfurt Zert./SG
2024-06-07  9:43:08 PM Chg.-0.020 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
0.300EUR -6.25% 0.300
Bid Size: 10,000		 0.350
Ask Size: 10,000		 JENOPTIK AG NA O.N. 26.00 EUR 2024-06-21 Call
 

Master data

WKN: SW2BGT
Issuer: Société Générale
Currency: EUR
Underlying: JENOPTIK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 26.00 EUR
Maturity: 2024-06-21
Issue date: 2023-08-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.62
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.33
Implied volatility: 0.43
Historic volatility: 0.30
Parity: 0.33
Time value: 0.01
Break-even: 29.40
Moneyness: 1.13
Premium: 0.00
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 9.68%
Delta: 0.94
Theta: -0.01
Omega: 8.08
Rho: 0.01
 

Quote data

Open: 0.310
High: 0.360
Low: 0.300
Previous Close: 0.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+76.47%
1 Month  
+42.86%
3 Months
  -30.23%
YTD
  -25.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.210
1M High / 1M Low: 0.320 0.140
6M High / 6M Low: 0.560 0.081
High (YTD): 2024-02-22 0.560
Low (YTD): 2024-04-19 0.081
52W High: - -
52W Low: - -
Avg. price 1W:   0.272
Avg. volume 1W:   0.000
Avg. price 1M:   0.218
Avg. volume 1M:   0.000
Avg. price 6M:   0.314
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   278.90%
Volatility 6M:   267.61%
Volatility 1Y:   -
Volatility 3Y:   -