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Soc. Generale Call 1000 REGN 20.1.../  DE000SW220N0  /

Frankfurt Zert./SG
2024-06-04  9:49:33 PM Chg.0.000 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.800EUR 0.00% 0.790
Bid Size: 9,000		 0.800
Ask Size: 9,000		 Regeneron Pharmaceut... 1,000.00 USD 2024-12-20 Call
 

Master data

WKN: SW220N
Issuer: Société Générale
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 1,000.00 USD
Maturity: 2024-12-20
Issue date: 2023-09-04
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 11.48
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -0.10
Time value: 0.79
Break-even: 995.82
Moneyness: 0.99
Premium: 0.10
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 1.28%
Delta: 0.56
Theta: -0.23
Omega: 6.43
Rho: 2.34
 

Quote data

Open: 0.710
High: 0.820
Low: 0.690
Previous Close: 0.800
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+17.65%
1 Month  
+9.59%
3 Months
  -19.19%
YTD  
+31.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.660
1M High / 1M Low: 0.840 0.660
6M High / 6M Low: 1.130 0.440
High (YTD): 2024-02-27 1.130
Low (YTD): 2024-04-26 0.460
52W High: - -
52W Low: - -
Avg. price 1W:   0.702
Avg. volume 1W:   0.000
Avg. price 1M:   0.754
Avg. volume 1M:   0.000
Avg. price 6M:   0.769
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.24%
Volatility 6M:   100.71%
Volatility 1Y:   -
Volatility 3Y:   -