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Soc. Generale Call 40 DSY 20.09.2.../  DE000SW1ZL48  /

Frankfurt Zert./SG
2024-06-10  11:41:32 AM Chg.-0.030 Bid2024-06-10 Ask2024-06-10 Underlying Strike price Expiration date Option type
0.110EUR -21.43% 0.110
Bid Size: 150,000		 0.120
Ask Size: 150,000		 Dassault Systemes SE 40.00 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZL4
Issuer: Société Générale
Currency: EUR
Underlying: Dassault Systemes SE
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 26.53
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.23
Parity: -0.29
Time value: 0.14
Break-even: 41.40
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.37
Theta: -0.01
Omega: 9.91
Rho: 0.03
 

Quote data

Open: 0.120
High: 0.120
Low: 0.110
Previous Close: 0.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -45.00%
3 Months
  -78.43%
YTD
  -87.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.130
1M High / 1M Low: 0.250 0.130
6M High / 6M Low: 1.090 0.130
High (YTD): 2024-01-31 1.090
Low (YTD): 2024-06-03 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.144
Avg. volume 1W:   0.000
Avg. price 1M:   0.178
Avg. volume 1M:   0.000
Avg. price 6M:   0.520
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   190.22%
Volatility 6M:   142.10%
Volatility 1Y:   -
Volatility 3Y:   -