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Soc. Generale Call 70 BSN 20.09.2.../  DE000SW1ZL30  /

Frankfurt Zert./SG
2024-05-17  9:36:25 PM Chg.-0.001 Bid2024-05-17 Ask2024-05-17 Underlying Strike price Expiration date Option type
0.017EUR -5.56% 0.017
Bid Size: 10,000		 0.027
Ask Size: 10,000		 DANONE S.A. EO -,25 70.00 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZL3
Issuer: Société Générale
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 222.00
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.13
Parity: -1.01
Time value: 0.03
Break-even: 70.27
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 0.59
Spread abs.: 0.01
Spread %: 58.82%
Delta: 0.10
Theta: 0.00
Omega: 21.25
Rho: 0.02
 

Quote data

Open: 0.017
High: 0.017
Low: 0.016
Previous Close: 0.018
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month  
+6.25%
3 Months
  -69.09%
YTD
  -52.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.019 0.017
1M High / 1M Low: 0.019 0.010
6M High / 6M Low: 0.077 0.010
High (YTD): 2024-01-29 0.077
Low (YTD): 2024-05-02 0.010
52W High: - -
52W Low: - -
Avg. price 1W:   0.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.039
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   184.14%
Volatility 6M:   175.57%
Volatility 1Y:   -
Volatility 3Y:   -