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Soc. Generale Call 28 AXA 20.09.2.../  DE000SW1ZJY7  /

Frankfurt Zert./SG
2024-06-07  7:26:21 PM Chg.-0.020 Bid7:52:01 PM Ask7:52:01 PM Underlying Strike price Expiration date Option type
0.560EUR -3.45% 0.560
Bid Size: 10,000		 0.580
Ask Size: 10,000		 AXA S.A. INH. EO... 28.00 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZJY
Issuer: Société Générale
Currency: EUR
Underlying: AXA S.A. INH. EO 2,29
Type: Warrant
Option type: Call
Strike price: 28.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.66
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.54
Implied volatility: 0.27
Historic volatility: 0.16
Parity: 0.54
Time value: 0.05
Break-even: 33.90
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.72%
Delta: 0.92
Theta: -0.01
Omega: 5.19
Rho: 0.07
 

Quote data

Open: 0.570
High: 0.580
Low: 0.550
Previous Close: 0.580
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.75%
1 Month  
+5.66%
3 Months  
+5.66%
YTD  
+100.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.530
1M High / 1M Low: 0.640 0.530
6M High / 6M Low: 0.700 0.250
High (YTD): 2024-04-03 0.700
Low (YTD): 2024-01-11 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.564
Avg. volume 1W:   0.000
Avg. price 1M:   0.592
Avg. volume 1M:   0.000
Avg. price 6M:   0.475
Avg. volume 6M:   672
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.73%
Volatility 6M:   92.99%
Volatility 1Y:   -
Volatility 3Y:   -