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Soc. Generale Call 70 TLX 20.12.2.../  DE000SW1SJB0  /

Frankfurt Zert./SG
2024-06-11  11:15:21 AM Chg.-0.010 Bid3:41:22 PM Ask3:41:22 PM Underlying Strike price Expiration date Option type
0.860EUR -1.15% 0.850
Bid Size: 5,000		 0.860
Ask Size: 5,000		 TALANX AG NA O.N. 70.00 EUR 2024-12-20 Call
 

Master data

WKN: SW1SJB
Issuer: Société Générale
Currency: EUR
Underlying: TALANX AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 2024-12-20
Issue date: 2023-08-02
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.19
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.46
Implied volatility: 0.27
Historic volatility: 0.21
Parity: 0.46
Time value: 0.46
Break-even: 79.10
Moneyness: 1.07
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.11%
Delta: 0.70
Theta: -0.02
Omega: 5.70
Rho: 0.23
 

Quote data

Open: 0.870
High: 0.890
Low: 0.860
Previous Close: 0.870
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.88%
1 Month  
+53.57%
3 Months  
+104.76%
YTD  
+152.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.820
1M High / 1M Low: 0.910 0.480
6M High / 6M Low: 0.910 0.280
High (YTD): 2024-06-07 0.910
Low (YTD): 2024-02-28 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   0.870
Avg. volume 1W:   0.000
Avg. price 1M:   0.730
Avg. volume 1M:   0.000
Avg. price 6M:   0.495
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.99%
Volatility 6M:   150.07%
Volatility 1Y:   -
Volatility 3Y:   -