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Soc. Generale Call 4.8 BSD2 20.09.../  DE000SW1ZKA5  /

Frankfurt Zert./SG
2024-05-17  9:35:22 PM Chg.+0.050 Bid9:58:44 PM Ask9:58:44 PM Underlying Strike price Expiration date Option type
0.380EUR +15.15% 0.380
Bid Size: 7,900		 0.390
Ask Size: 7,900		 BCO SANTANDER N.EO0,... 4.80 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZKA
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.80 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 14.13
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.23
Parity: 0.00
Time value: 0.34
Break-even: 5.14
Moneyness: 1.00
Premium: 0.07
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.57
Theta: 0.00
Omega: 8.01
Rho: 0.01
 

Quote data

Open: 0.330
High: 0.380
Low: 0.330
Previous Close: 0.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+18.75%
1 Month  
+123.53%
3 Months  
+900.00%
YTD  
+326.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.310
1M High / 1M Low: 0.380 0.170
6M High / 6M Low: 0.380 0.038
High (YTD): 2024-04-29 0.380
Low (YTD): 2024-02-16 0.038
52W High: - -
52W Low: - -
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.298
Avg. volume 1M:   0.000
Avg. price 6M:   0.131
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   219.51%
Volatility 6M:   169.62%
Volatility 1Y:   -
Volatility 3Y:   -