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Soc. Generale Call 120 EL 20.09.2.../  DE000SW35K74  /

Frankfurt Zert./SG
2024-06-10  5:54:14 PM Chg.-0.070 Bid6:19:25 PM Ask6:19:25 PM Underlying Strike price Expiration date Option type
0.910EUR -7.14% 0.910
Bid Size: 50,000		 0.920
Ask Size: 50,000		 Estee Lauder Compani... 120.00 USD 2024-09-20 Call
 

Master data

WKN: SW35K7
Issuer: Société Générale
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-29
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.29
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.04
Implied volatility: 0.39
Historic volatility: 0.39
Parity: 0.04
Time value: 0.95
Break-even: 121.23
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 1.02%
Delta: 0.57
Theta: -0.05
Omega: 6.42
Rho: 0.15
 

Quote data

Open: 0.910
High: 0.930
Low: 0.890
Previous Close: 0.980
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -26.02%
1 Month
  -50.27%
3 Months
  -74.00%
YTD
  -74.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.230 0.980
1M High / 1M Low: 2.230 0.980
6M High / 6M Low: 4.130 0.980
High (YTD): 2024-03-13 4.130
Low (YTD): 2024-06-07 0.980
52W High: - -
52W Low: - -
Avg. price 1W:   1.134
Avg. volume 1W:   0.000
Avg. price 1M:   1.488
Avg. volume 1M:   0.000
Avg. price 6M:   2.723
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.36%
Volatility 6M:   142.57%
Volatility 1Y:   -
Volatility 3Y:   -