OverviewChartNewsTraderScreen

Soc. Generale Call 40 FRE 20.06.2.../  DE000SW1ESY3  /

Frankfurt Zert./SG
2024-05-31  9:37:23 PM Chg.+0.003 Bid9:50:09 PM Ask9:50:09 PM Underlying Strike price Expiration date Option type
0.068EUR +4.62% 0.070
Bid Size: 35,000		 0.080
Ask Size: 35,000		 FRESENIUS SE+CO.KGAA... 40.00 - 2025-06-20 Call
 

Master data

WKN: SW1ESY
Issuer: Société Générale
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2025-06-20
Issue date: 2023-07-24
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 38.71
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.24
Parity: -1.10
Time value: 0.08
Break-even: 40.75
Moneyness: 0.73
Premium: 0.40
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 15.38%
Delta: 0.19
Theta: 0.00
Omega: 7.40
Rho: 0.05
 

Quote data

Open: 0.065
High: 0.068
Low: 0.065
Previous Close: 0.065
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month  
+9.68%
3 Months  
+38.78%
YTD
  -29.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.068 0.065
1M High / 1M Low: 0.074 0.047
6M High / 6M Low: 0.150 0.027
High (YTD): 2024-01-05 0.120
Low (YTD): 2024-04-02 0.027
52W High: - -
52W Low: - -
Avg. price 1W:   0.066
Avg. volume 1W:   0.000
Avg. price 1M:   0.063
Avg. volume 1M:   0.000
Avg. price 6M:   0.064
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.05%
Volatility 6M:   151.84%
Volatility 1Y:   -
Volatility 3Y:   -