Soc. Generale Call 30 POST 21.06..../  DE000SW2STZ6  /

Frankfurt Zert./SG
2024-06-07  3:16:01 PM Chg.+0.004 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
0.088EUR +4.76% 0.088
Bid Size: 10,000
0.120
Ask Size: 10,000
OESTERREICH. POST AG 30.00 EUR 2024-06-21 Call
 

Master data

WKN: SW2STZ
Issuer: Société Générale
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 30.00 EUR
Maturity: 2024-06-21
Issue date: 2023-08-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 28.00
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.08
Implied volatility: 0.25
Historic volatility: 0.15
Parity: 0.08
Time value: 0.03
Break-even: 31.10
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.29
Spread abs.: 0.02
Spread %: 25.00%
Delta: 0.73
Theta: -0.02
Omega: 20.31
Rho: 0.01
 

Quote data

Open: 0.081
High: 0.094
Low: 0.081
Previous Close: 0.084
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+15.79%
1 Month  
+17.33%
3 Months
  -12.00%
YTD
  -73.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.091 0.066
1M High / 1M Low: 0.250 0.066
6M High / 6M Low: 0.370 0.061
High (YTD): 2024-01-11 0.330
Low (YTD): 2024-05-06 0.061
52W High: - -
52W Low: - -
Avg. price 1W:   0.078
Avg. volume 1W:   0.000
Avg. price 1M:   0.141
Avg. volume 1M:   0.000
Avg. price 6M:   0.187
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   528.67%
Volatility 6M:   255.29%
Volatility 1Y:   -
Volatility 3Y:   -