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Soc. Generale Call 52 SAX 20.09.2.../  DE000SW1ZDL7  /

Frankfurt Zert./SG
2024-06-07  8:18:51 AM Chg.+0.030 Bid8:20:13 AM Ask8:20:13 AM Underlying Strike price Expiration date Option type
1.480EUR +2.07% 1.480
Bid Size: 2,100		 1.570
Ask Size: 2,100		 STROEER SE + CO. KGA... 52.00 - 2024-09-20 Call
 

Master data

WKN: SW1ZDL
Issuer: Société Générale
Currency: EUR
Underlying: STROEER SE + CO. KGAA
Type: Warrant
Option type: Call
Strike price: 52.00 -
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.33
Leverage: Yes

Calculated values

Fair value: 1.53
Intrinsic value: 1.48
Implied volatility: 0.26
Historic volatility: 0.23
Parity: 1.48
Time value: 0.07
Break-even: 67.40
Moneyness: 1.28
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.06
Spread %: 4.05%
Delta: 0.97
Theta: -0.01
Omega: 4.22
Rho: 0.14
 

Quote data

Open: 1.480
High: 1.480
Low: 1.480
Previous Close: 1.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.82%
1 Month  
+54.17%
3 Months  
+174.07%
YTD  
+142.62%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.470 1.340
1M High / 1M Low: 1.510 0.960
6M High / 6M Low: 1.510 0.420
High (YTD): 2024-05-21 1.510
Low (YTD): 2024-03-01 0.420
52W High: - -
52W Low: - -
Avg. price 1W:   1.416
Avg. volume 1W:   0.000
Avg. price 1M:   1.314
Avg. volume 1M:   0.000
Avg. price 6M:   0.748
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.92%
Volatility 6M:   109.94%
Volatility 1Y:   -
Volatility 3Y:   -