OverviewChartNewsTraderScreen

Soc. Generale Call 500 IDXX 21.06.../  DE000SW3NF55  /

Frankfurt Zert./SG
2024-05-21  9:51:15 PM Chg.-0.860 Bid9:59:50 PM Ask9:59:50 PM Underlying Strike price Expiration date Option type
2.660EUR -24.43% 2.620
Bid Size: 1,200		 2.790
Ask Size: 1,200		 IDEXX Laboratories I... 500.00 USD 2024-06-21 Call
 

Master data

WKN: SW3NF5
Issuer: Société Générale
Currency: EUR
Underlying: IDEXX Laboratories Inc
Type: Warrant
Option type: Call
Strike price: 500.00 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: 13.23
Leverage: Yes

Calculated values

Fair value: 3.36
Intrinsic value: 2.77
Implied volatility: 0.34
Historic volatility: 0.27
Parity: 2.77
Time value: 0.92
Break-even: 497.29
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.25
Spread abs.: 0.18
Spread %: 5.13%
Delta: 0.75
Theta: -0.28
Omega: 9.89
Rho: 0.28
 

Quote data

Open: 3.070
High: 3.410
Low: 2.660
Previous Close: 3.520
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.92%
1 Month  
+64.20%
3 Months
  -63.56%
YTD
  -68.41%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.920 3.020
1M High / 1M Low: 4.920 0.950
6M High / 6M Low: 9.220 0.950
High (YTD): 2024-02-05 9.220
Low (YTD): 2024-05-06 0.950
52W High: - -
52W Low: - -
Avg. price 1W:   4.100
Avg. volume 1W:   0.000
Avg. price 1M:   2.438
Avg. volume 1M:   0.000
Avg. price 6M:   5.749
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   449.66%
Volatility 6M:   227.84%
Volatility 1Y:   -
Volatility 3Y:   -