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Soc. Generale Call 44.45 IXD1 20..../  DE000SW1ZQU0  /

Frankfurt Zert./SG
22/05/2024  10:56:41 Chg.0.000 Bid11:04:05 Ask11:04:05 Underlying Strike price Expiration date Option type
0.260EUR 0.00% 0.260
Bid Size: 80,000		 0.270
Ask Size: 80,000		 INDITEX INH. EO... 44.45 EUR 20/09/2024 Call
 

Master data

WKN: SW1ZQU
Issuer: Société Générale
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 44.45 EUR
Maturity: 20/09/2024
Issue date: 08/08/2023
Last trading day: 19/09/2024
Ratio: 9.88:1
Exercise type: American
Quanto: -
Gearing: 16.23
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.20
Parity: -0.12
Time value: 0.27
Break-even: 47.12
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.50
Theta: -0.01
Omega: 8.16
Rho: 0.06
 

Quote data

Open: 0.260
High: 0.260
Low: 0.250
Previous Close: 0.260
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.34%
1 Month
  -21.21%
3 Months  
+52.94%
YTD  
+73.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.260
1M High / 1M Low: 0.420 0.250
6M High / 6M Low: 0.480 0.099
High (YTD): 28/03/2024 0.480
Low (YTD): 05/01/2024 0.099
52W High: - -
52W Low: - -
Avg. price 1W:   0.266
Avg. volume 1W:   0.000
Avg. price 1M:   0.287
Avg. volume 1M:   0.000
Avg. price 6M:   0.204
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   173.76%
Volatility 6M:   209.83%
Volatility 1Y:   -
Volatility 3Y:   -