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Soc. Generale Call 40 FRE 20.12.2.../  DE000SW2BGK1  /

Frankfurt Zert./SG
2024-06-06  8:02:25 PM Chg.+0.006 Bid9:03:38 PM Ask9:03:38 PM Underlying Strike price Expiration date Option type
0.030EUR +25.00% 0.031
Bid Size: 35,000		 0.041
Ask Size: 35,000		 FRESENIUS SE+CO.KGAA... 40.00 - 2024-12-20 Call
 

Master data

WKN: SW2BGK
Issuer: Société Générale
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-12-20
Issue date: 2023-08-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 87.18
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -1.04
Time value: 0.03
Break-even: 40.34
Moneyness: 0.74
Premium: 0.36
Premium p.a.: 0.77
Spread abs.: 0.01
Spread %: 41.67%
Delta: 0.12
Theta: 0.00
Omega: 10.30
Rho: 0.02
 

Quote data

Open: 0.023
High: 0.031
Low: 0.023
Previous Close: 0.024
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+66.67%
1 Month  
+36.36%
3 Months  
+87.50%
YTD
  -44.44%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.024 0.018
1M High / 1M Low: 0.028 0.013
6M High / 6M Low: 0.090 0.006
High (YTD): 2024-01-04 0.069
Low (YTD): 2024-04-05 0.006
52W High: - -
52W Low: - -
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   0.027
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   208.04%
Volatility 6M:   214.57%
Volatility 1Y:   -
Volatility 3Y:   -