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Soc. Generale Call 18 EVK 20.09.2.../  DE000SW1ZNJ0  /

Frankfurt Zert./SG
2024-06-06  12:16:13 PM Chg.-0.060 Bid1:11:02 PM Ask1:11:02 PM Underlying Strike price Expiration date Option type
1.530EUR -3.77% 1.530
Bid Size: 5,000		 1.550
Ask Size: 5,000		 EVONIK INDUSTRIES NA... 18.00 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZNJ
Issuer: Société Générale
Currency: EUR
Underlying: EVONIK INDUSTRIES NA O.N.
Type: Warrant
Option type: Call
Strike price: 18.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 11.40
Leverage: Yes

Calculated values

Fair value: 1.30
Intrinsic value: 0.69
Implied volatility: 0.29
Historic volatility: 0.20
Parity: 0.69
Time value: 0.95
Break-even: 19.64
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 1.23%
Delta: 0.65
Theta: -0.01
Omega: 7.41
Rho: 0.03
 

Quote data

Open: 1.600
High: 1.620
Low: 1.530
Previous Close: 1.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -29.17%
1 Month
  -32.00%
3 Months  
+125.00%
YTD
  -13.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.160 1.590
1M High / 1M Low: 2.780 1.590
6M High / 6M Low: 2.780 0.620
High (YTD): 2024-05-14 2.780
Low (YTD): 2024-03-18 0.620
52W High: - -
52W Low: - -
Avg. price 1W:   1.912
Avg. volume 1W:   0.000
Avg. price 1M:   2.260
Avg. volume 1M:   0.000
Avg. price 6M:   1.409
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.85%
Volatility 6M:   129.77%
Volatility 1Y:   -
Volatility 3Y:   -