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Soc. Generale Call 25 SZG 20.12.2.../  DE000SW3CAB9  /

Frankfurt Zert./SG
2024-06-03  5:45:41 PM Chg.-0.010 Bid5:53:09 PM Ask5:53:09 PM Underlying Strike price Expiration date Option type
0.190EUR -5.00% 0.180
Bid Size: 10,000		 0.190
Ask Size: 10,000		 SALZGITTER AG O.N. 25.00 EUR 2024-12-20 Call
 

Master data

WKN: SW3CAB
Issuer: Société Générale
Currency: EUR
Underlying: SALZGITTER AG O.N.
Type: Warrant
Option type: Call
Strike price: 25.00 EUR
Maturity: 2024-12-20
Issue date: 2023-09-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.81
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.35
Parity: -0.23
Time value: 0.21
Break-even: 27.10
Moneyness: 0.91
Premium: 0.19
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 5.00%
Delta: 0.46
Theta: -0.01
Omega: 5.02
Rho: 0.05
 

Quote data

Open: 0.210
High: 0.210
Low: 0.190
Previous Close: 0.200
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.64%
1 Month
  -36.67%
3 Months
  -38.71%
YTD
  -70.31%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.200
1M High / 1M Low: 0.300 0.160
6M High / 6M Low: 0.760 0.160
High (YTD): 2024-01-02 0.610
Low (YTD): 2024-05-15 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   0.198
Avg. volume 1M:   0.000
Avg. price 6M:   0.389
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   216.74%
Volatility 6M:   129.67%
Volatility 1Y:   -
Volatility 3Y:   -