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Soc. Generale Call 60 BSN 20.09.2.../  DE000SW1ZL22  /

Frankfurt Zert./SG
2024-05-30  9:43:33 PM Chg.+0.010 Bid2024-05-30 Ask2024-05-30 Underlying Strike price Expiration date Option type
0.190EUR +5.56% 0.190
Bid Size: 10,000		 0.200
Ask Size: 10,000		 DANONE S.A. EO -,25 60.00 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZL2
Issuer: Société Générale
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 30.80
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.13
Parity: -0.15
Time value: 0.19
Break-even: 61.90
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.46
Theta: -0.01
Omega: 14.30
Rho: 0.08
 

Quote data

Open: 0.160
High: 0.190
Low: 0.160
Previous Close: 0.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.64%
1 Month  
+35.71%
3 Months
  -17.39%
YTD
  -29.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.180
1M High / 1M Low: 0.270 0.140
6M High / 6M Low: 0.450 0.120
High (YTD): 2024-01-29 0.450
Low (YTD): 2024-04-16 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.200
Avg. volume 1W:   0.000
Avg. price 1M:   0.223
Avg. volume 1M:   0.000
Avg. price 6M:   0.273
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.63%
Volatility 6M:   144.36%
Volatility 1Y:   -
Volatility 3Y:   -