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

Frankfurt Zert./SG
2024-06-06  8:04:13 PM Chg.+0.020 Bid8:58:20 PM Ask8:58:20 PM Underlying Strike price Expiration date Option type
0.160EUR +14.29% 0.160
Bid Size: 10,000		 0.180
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: 13.84
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.15
Implied volatility: 0.34
Historic volatility: 0.25
Parity: 0.15
Time value: 0.02
Break-even: 23.70
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.85
Theta: -0.01
Omega: 11.75
Rho: 0.01
 

Quote data

Open: 0.150
High: 0.160
Low: 0.140
Previous Close: 0.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.79%
1 Month
  -33.33%
3 Months
  -33.33%
YTD
  -68.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.140
1M High / 1M Low: 0.250 0.140
6M High / 6M Low: 0.540 0.140
High (YTD): 2024-02-09 0.520
Low (YTD): 2024-06-05 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.198
Avg. volume 1W:   0.000
Avg. price 1M:   0.203
Avg. volume 1M:   0.000
Avg. price 6M:   0.332
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   264.68%
Volatility 6M:   165.86%
Volatility 1Y:   -
Volatility 3Y:   -