OverviewChartNewsTraderScreen

Soc. Generale Call 26 WBA 21.03.2.../  DE000SW3PPR5  /

Frankfurt Zert./SG
2024-05-28  9:46:24 PM Chg.-0.011 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.040EUR -21.57% 0.038
Bid Size: 50,000		 0.048
Ask Size: 50,000		 Walgreens Boots Alli... 26.00 USD 2025-03-21 Call
 

Master data

WKN: SW3PPR
Issuer: Société Générale
Currency: EUR
Underlying: Walgreens Boots Alliance Inc
Type: Warrant
Option type: Call
Strike price: 26.00 USD
Maturity: 2025-03-21
Issue date: 2023-09-19
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.45
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.35
Parity: -0.92
Time value: 0.06
Break-even: 24.52
Moneyness: 0.62
Premium: 0.66
Premium p.a.: 0.87
Spread abs.: 0.01
Spread %: 20.83%
Delta: 0.20
Theta: 0.00
Omega: 5.06
Rho: 0.02
 

Quote data

Open: 0.048
High: 0.051
Low: 0.039
Previous Close: 0.051
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month
  -41.18%
3 Months
  -77.78%
YTD
  -90.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.055 0.040
1M High / 1M Low: 0.074 0.040
6M High / 6M Low: 0.450 0.040
High (YTD): 2024-01-02 0.440
Low (YTD): 2024-05-28 0.040
52W High: - -
52W Low: - -
Avg. price 1W:   0.048
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.193
Avg. volume 6M:   12.540
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.07%
Volatility 6M:   161.49%
Volatility 1Y:   -
Volatility 3Y:   -