OverviewChartNewsTraderScreen

Soc. Generale Call 1.8 BARC 21.06.../  DE000SW13QF9  /

Frankfurt Zert./SG
2024-05-22  2:31:46 PM Chg.-0.020 Bid2:48:29 PM Ask2:48:29 PM Underlying Strike price Expiration date Option type
0.420EUR -4.55% 0.430
Bid Size: 70,000		 0.450
Ask Size: 70,000		 Barclays PLC ORD 25P 1.80 GBP 2024-06-21 Call
 

Master data

WKN: SW13QF
Issuer: Société Générale
Currency: EUR
Underlying: Barclays PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 1.80 GBP
Maturity: 2024-06-21
Issue date: 2023-08-10
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 5.40
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.43
Implied volatility: 0.64
Historic volatility: 0.29
Parity: 0.43
Time value: 0.04
Break-even: 2.58
Moneyness: 1.20
Premium: 0.02
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 4.44%
Delta: 0.87
Theta: 0.00
Omega: 4.69
Rho: 0.00
 

Quote data

Open: 0.410
High: 0.450
Low: 0.410
Previous Close: 0.440
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month  
+110.00%
3 Months  
+546.15%
YTD  
+723.53%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.390
1M High / 1M Low: 0.440 0.200
6M High / 6M Low: 0.440 0.023
High (YTD): 2024-05-21 0.440
Low (YTD): 2024-02-13 0.023
52W High: - -
52W Low: - -
Avg. price 1W:   0.418
Avg. volume 1W:   0.000
Avg. price 1M:   0.350
Avg. volume 1M:   0.000
Avg. price 6M:   0.123
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   215.05%
Volatility 6M:   203.83%
Volatility 1Y:   -
Volatility 3Y:   -