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Soc. Generale Call 480 IDXX 21.06.../  DE000SW3NF48  /

Frankfurt Zert./SG
2024-05-21  9:42:23 PM Chg.-0.830 Bid9:59:59 PM Ask9:59:59 PM Underlying Strike price Expiration date Option type
4.220EUR -16.44% 4.120
Bid Size: 800		 4.310
Ask Size: 800		 IDEXX Laboratories I... 480.00 USD 2024-06-21 Call
 

Master data

WKN: SW3NF4
Issuer: Société Générale
Currency: EUR
Underlying: IDEXX Laboratories Inc
Type: Warrant
Option type: Call
Strike price: 480.00 USD
Maturity: 2024-06-21
Issue date: 2023-09-19
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.17
Leverage: Yes

Calculated values

Fair value: 4.91
Intrinsic value: 4.61
Implied volatility: 0.40
Historic volatility: 0.27
Parity: 4.61
Time value: 0.71
Break-even: 495.17
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.19
Spread abs.: 0.26
Spread %: 5.14%
Delta: 0.83
Theta: -0.27
Omega: 7.57
Rho: 0.30
 

Quote data

Open: 4.440
High: 4.900
Low: 4.220
Previous Close: 5.050
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.38%
1 Month  
+78.81%
3 Months
  -51.72%
YTD
  -56.49%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.490 4.460
1M High / 1M Low: 6.490 1.620
6M High / 6M Low: 10.620 1.620
High (YTD): 2024-02-07 10.620
Low (YTD): 2024-05-06 1.620
52W High: - -
52W Low: - -
Avg. price 1W:   5.632
Avg. volume 1W:   0.000
Avg. price 1M:   3.568
Avg. volume 1M:   0.000
Avg. price 6M:   6.981
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   375.58%
Volatility 6M:   196.26%
Volatility 1Y:   -
Volatility 3Y:   -