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Soc. Generale Call 170 EL 20.09.2.../  DE000SW1YWJ4  /

Frankfurt Zert./SG
2024-06-03  9:49:50 PM Chg.+0.001 Bid9:58:58 PM Ask9:58:58 PM Underlying Strike price Expiration date Option type
0.090EUR +1.12% 0.090
Bid Size: 10,000		 0.100
Ask Size: 10,000		 Estee Lauder Compani... 170.00 USD 2024-09-20 Call
 

Master data

WKN: SW1YWJ
Issuer: Société Générale
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 170.00 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: 113.67
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.39
Parity: -4.30
Time value: 0.10
Break-even: 157.64
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 1.99
Spread abs.: 0.01
Spread %: 11.11%
Delta: 0.09
Theta: -0.02
Omega: 10.72
Rho: 0.03
 

Quote data

Open: 0.075
High: 0.100
Low: 0.072
Previous Close: 0.089
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.26%
1 Month
  -66.67%
3 Months
  -91.82%
YTD
  -92.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.072
1M High / 1M Low: 0.310 0.072
6M High / 6M Low: 1.410 0.072
High (YTD): 2024-03-13 1.410
Low (YTD): 2024-05-30 0.072
52W High: - -
52W Low: - -
Avg. price 1W:   0.089
Avg. volume 1W:   0.000
Avg. price 1M:   0.180
Avg. volume 1M:   0.000
Avg. price 6M:   0.781
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   256.82%
Volatility 6M:   236.93%
Volatility 1Y:   -
Volatility 3Y:   -