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Soc. Generale Call 22 BHP 21.06.2.../  DE000SW13QK9  /

Frankfurt Zert./SG
2024-06-04  1:22:45 PM Chg.-0.030 Bid2024-06-04 Ask2024-06-04 Underlying Strike price Expiration date Option type
0.120EUR -20.00% 0.120
Bid Size: 50,000		 0.130
Ask Size: 50,000		 Bhp Group Limited OR... 22.00 GBP 2024-06-21 Call
 

Master data

WKN: SW13QK
Issuer: Société Générale
Currency: EUR
Underlying: Bhp Group Limited ORD NPV (DI)
Type: Warrant
Option type: Call
Strike price: 22.00 GBP
Maturity: 2024-06-21
Issue date: 2023-08-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.84
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.11
Implied volatility: 0.40
Historic volatility: 0.23
Parity: 0.11
Time value: 0.05
Break-even: 27.44
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.71
Theta: -0.03
Omega: 11.89
Rho: 0.01
 

Quote data

Open: 0.140
High: 0.140
Low: 0.110
Previous Close: 0.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -36.84%
1 Month
  -14.29%
3 Months
  -36.84%
YTD
  -80.95%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.150
1M High / 1M Low: 0.290 0.150
6M High / 6M Low: 0.630 0.140
High (YTD): 2024-01-02 0.630
Low (YTD): 2024-05-03 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.193
Avg. volume 1M:   0.000
Avg. price 6M:   0.291
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   225.39%
Volatility 6M:   158.75%
Volatility 1Y:   -
Volatility 3Y:   -