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Soc. Generale Call 160 GXI 20.09..../  DE000SW23E27  /

Frankfurt Zert./SG
2024-05-17  9:50:45 PM Chg.-0.020 Bid2024-05-17 Ask2024-05-17 Underlying Strike price Expiration date Option type
0.024EUR -45.45% 0.024
Bid Size: 10,000		 0.036
Ask Size: 10,000		 GERRESHEIMER AG 160.00 EUR 2024-09-20 Call
 

Master data

WKN: SW23E2
Issuer: Société Générale
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 160.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 284.00
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.38
Parity: -6.06
Time value: 0.04
Break-even: 160.35
Moneyness: 0.62
Premium: 0.61
Premium p.a.: 3.04
Spread abs.: 0.01
Spread %: 40.00%
Delta: 0.04
Theta: -0.01
Omega: 11.04
Rho: 0.01
 

Quote data

Open: 0.042
High: 0.042
Low: 0.024
Previous Close: 0.044
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -46.67%
1 Month
  -63.64%
3 Months
  -47.83%
YTD
  -76.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.045 0.024
1M High / 1M Low: 0.095 0.024
6M High / 6M Low: 0.220 0.024
High (YTD): 2024-03-06 0.220
Low (YTD): 2024-05-17 0.024
52W High: - -
52W Low: - -
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.061
Avg. volume 1M:   0.000
Avg. price 6M:   0.095
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   323.81%
Volatility 6M:   455.72%
Volatility 1Y:   -
Volatility 3Y:   -