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Soc. Generale Call 12 IBE1 20.09..../  DE000SW1ZQN5  /

Frankfurt Zert./SG
2024-05-27  11:08:50 AM Chg.+0.050 Bid11:54:29 AM Ask11:54:29 AM Underlying Strike price Expiration date Option type
0.500EUR +11.11% 0.500
Bid Size: 25,000		 0.510
Ask Size: 25,000		 IBERDROLA INH. EO... 12.00 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZQN
Issuer: Société Générale
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 25.04
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.02
Implied volatility: 0.15
Historic volatility: 0.17
Parity: 0.02
Time value: 0.46
Break-even: 12.48
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 2.13%
Delta: 0.58
Theta: 0.00
Omega: 14.59
Rho: 0.02
 

Quote data

Open: 0.430
High: 0.500
Low: 0.430
Previous Close: 0.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -19.35%
1 Month  
+42.86%
3 Months  
+257.14%
YTD
  -25.37%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.450
1M High / 1M Low: 0.700 0.310
6M High / 6M Low: 0.750 0.130
High (YTD): 2024-01-08 0.750
Low (YTD): 2024-02-28 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.550
Avg. volume 1W:   0.000
Avg. price 1M:   0.496
Avg. volume 1M:   0.000
Avg. price 6M:   0.405
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.38%
Volatility 6M:   161.13%
Volatility 1Y:   -
Volatility 3Y:   -