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Soc. Generale Call 40 FPE3 20.09..../  DE000SW25158  /

Frankfurt Zert./SG
2024-05-17  4:53:28 PM Chg.+0.090 Bid2024-05-17 Ask2024-05-17 Underlying Strike price Expiration date Option type
0.520EUR +20.93% 0.520
Bid Size: 5,800		 0.530
Ask Size: 5,800		 FUCHS SE VZO NA O.N... 40.00 EUR 2024-09-20 Call
 

Master data

WKN: SW2515
Issuer: Société Générale
Currency: EUR
Underlying: FUCHS SE VZO NA O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-06
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.45
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.25
Implied volatility: 0.28
Historic volatility: 0.21
Parity: 0.25
Time value: 0.20
Break-even: 44.50
Moneyness: 1.06
Premium: 0.05
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 2.27%
Delta: 0.70
Theta: -0.01
Omega: 6.63
Rho: 0.09
 

Quote data

Open: 0.430
High: 0.530
Low: 0.430
Previous Close: 0.430
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month
  -7.14%
3 Months  
+36.84%
YTD  
+44.44%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.430
1M High / 1M Low: 0.560 0.430
6M High / 6M Low: 0.730 0.260
High (YTD): 2024-04-05 0.730
Low (YTD): 2024-02-29 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.450
Avg. volume 1W:   0.000
Avg. price 1M:   0.478
Avg. volume 1M:   0.000
Avg. price 6M:   0.417
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.35%
Volatility 6M:   123.61%
Volatility 1Y:   -
Volatility 3Y:   -