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Soc. Generale Call 19 WBA 17.01.2.../  DE000SW3VZL5  /

Frankfurt Zert./SG
2024-05-28  9:47:29 PM Chg.-0.030 Bid9:58:58 PM Ask9:58:58 PM Underlying Strike price Expiration date Option type
0.100EUR -23.08% 0.100
Bid Size: 50,000		 0.110
Ask Size: 50,000		 Walgreens Boots Alli... 19.00 USD 2025-01-17 Call
 

Master data

WKN: SW3VZL
Issuer: Société Générale
Currency: EUR
Underlying: Walgreens Boots Alliance Inc
Type: Warrant
Option type: Call
Strike price: 19.00 USD
Maturity: 2025-01-17
Issue date: 2023-09-22
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.35
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.35
Parity: -0.27
Time value: 0.13
Break-even: 18.79
Moneyness: 0.84
Premium: 0.27
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.41
Theta: 0.00
Omega: 4.67
Rho: 0.03
 

Quote data

Open: 0.120
High: 0.130
Low: 0.100
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month
  -47.37%
3 Months
  -75.61%
YTD
  -87.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.100
1M High / 1M Low: 0.200 0.100
6M High / 6M Low: 0.810 0.100
High (YTD): 2024-01-02 0.810
Low (YTD): 2024-05-28 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.122
Avg. volume 1W:   0.000
Avg. price 1M:   0.164
Avg. volume 1M:   0.000
Avg. price 6M:   0.414
Avg. volume 6M:   16.129
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   166.79%
Volatility 6M:   137.52%
Volatility 1Y:   -
Volatility 3Y:   -