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Soc. Generale Call 45 FPE3 20.09..../  DE000SW25166  /

Frankfurt Zert./SG
2024-05-17  9:38:43 PM Chg.+0.060 Bid2024-05-17 Ask2024-05-17 Underlying Strike price Expiration date Option type
0.210EUR +40.00% 0.210
Bid Size: 10,000		 0.220
Ask Size: 10,000		 FUCHS SE VZO NA O.N... 45.00 EUR 2024-09-20 Call
 

Master data

WKN: SW2516
Issuer: Société Générale
Currency: EUR
Underlying: FUCHS SE VZO NA O.N.
Type: Warrant
Option type: Call
Strike price: 45.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-06
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.93
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.21
Parity: -0.12
Time value: 0.22
Break-even: 47.20
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.49
Theta: -0.01
Omega: 9.79
Rho: 0.07
 

Quote data

Open: 0.150
High: 0.210
Low: 0.150
Previous Close: 0.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+31.25%
1 Month
  -4.55%
3 Months  
+40.00%
YTD  
+31.25%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.150
1M High / 1M Low: 0.240 0.150
6M High / 6M Low: 0.370 0.090
High (YTD): 2024-04-05 0.370
Low (YTD): 2024-02-29 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.184
Avg. volume 1M:   0.000
Avg. price 6M:   0.178
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   205.21%
Volatility 6M:   185.30%
Volatility 1Y:   -
Volatility 3Y:   -