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Soc. Generale Call 22 ARRD 21.06..../  DE000SW31GH8  /

Frankfurt Zert./SG
2024-05-23  9:35:41 PM Chg.-0.030 Bid9:50:04 PM Ask9:50:04 PM Underlying Strike price Expiration date Option type
0.170EUR -15.00% 0.170
Bid Size: 10,000		 0.190
Ask Size: 10,000		 ARCELORMITTAL S.A. N... 22.00 EUR 2024-06-21 Call
 

Master data

WKN: SW31GH
Issuer: Société Générale
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 22.00 EUR
Maturity: 2024-06-21
Issue date: 2023-09-27
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.94
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.21
Implied volatility: 0.25
Historic volatility: 0.25
Parity: 0.21
Time value: 0.01
Break-even: 24.20
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.91
Theta: -0.01
Omega: 9.95
Rho: 0.02
 

Quote data

Open: 0.210
High: 0.210
Low: 0.170
Previous Close: 0.200
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -32.00%
1 Month
  -19.05%
3 Months
  -46.88%
YTD
  -66.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.200
1M High / 1M Low: 0.250 0.190
6M High / 6M Low: 0.540 0.190
High (YTD): 2024-02-09 0.520
Low (YTD): 2024-05-15 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.228
Avg. volume 1W:   0.000
Avg. price 1M:   0.218
Avg. volume 1M:   0.000
Avg. price 6M:   0.340
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.68%
Volatility 6M:   141.91%
Volatility 1Y:   -
Volatility 3Y:   -