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Soc. Generale Call 150 EL 20.09.2.../  DE000SW1YWH8  /

Frankfurt Zert./SG
2024-06-10  1:21:48 PM Chg.-0.020 Bid2024-06-10 Ask2024-06-10 Underlying Strike price Expiration date Option type
0.170EUR -10.53% 0.170
Bid Size: 10,000		 0.210
Ask Size: 10,000		 Estee Lauder Compani... 150.00 USD 2024-09-20 Call
 

Master data

WKN: SW1YWH
Issuer: Société Générale
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2024-09-20
Issue date: 2023-08-07
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 55.88
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.39
Parity: -2.74
Time value: 0.20
Break-even: 141.16
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 1.31
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.18
Theta: -0.03
Omega: 9.94
Rho: 0.05
 

Quote data

Open: 0.160
High: 0.170
Low: 0.160
Previous Close: 0.190
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -39.29%
1 Month
  -67.92%
3 Months
  -90.66%
YTD
  -91.46%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.190
1M High / 1M Low: 0.730 0.190
6M High / 6M Low: 2.270 0.190
High (YTD): 2024-03-13 2.270
Low (YTD): 2024-06-07 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.242
Avg. volume 1W:   0.000
Avg. price 1M:   0.390
Avg. volume 1M:   0.000
Avg. price 6M:   1.293
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   211.24%
Volatility 6M:   197.42%
Volatility 1Y:   -
Volatility 3Y:   -