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Soc. Generale Call 110 RDC 21.06..../  DE000SW2KX08  /

Frankfurt Zert./SG
2024-05-31  9:49:47 PM Chg.-0.090 Bid9:58:27 PM Ask9:58:27 PM Underlying Strike price Expiration date Option type
0.780EUR -10.34% 0.780
Bid Size: 3,900		 0.910
Ask Size: 3,900		 REDCARE PHARMACY INH... 110.00 EUR 2024-06-21 Call
 

Master data

WKN: SW2KX0
Issuer: Société Générale
Currency: EUR
Underlying: REDCARE PHARMACY INH.
Type: Warrant
Option type: Call
Strike price: 110.00 EUR
Maturity: 2024-06-21
Issue date: 2023-08-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.68
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.41
Implied volatility: 0.63
Historic volatility: 0.49
Parity: 0.41
Time value: 0.49
Break-even: 119.00
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 1.15
Spread abs.: 0.06
Spread %: 7.14%
Delta: 0.63
Theta: -0.17
Omega: 8.00
Rho: 0.03
 

Quote data

Open: 0.800
High: 0.860
Low: 0.720
Previous Close: 0.870
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+59.18%
1 Month
  -63.38%
3 Months
  -73.01%
YTD
  -76.36%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.660
1M High / 1M Low: 2.710 0.210
6M High / 6M Low: 4.470 0.210
High (YTD): 2024-03-28 4.470
Low (YTD): 2024-05-21 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.804
Avg. volume 1W:   0.000
Avg. price 1M:   1.250
Avg. volume 1M:   0.000
Avg. price 6M:   2.992
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   463.87%
Volatility 6M:   226.13%
Volatility 1Y:   -
Volatility 3Y:   -