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Soc. Generale Call 750 BLK 20.09..../  DE000SW1YRW7  /

Frankfurt Zert./SG
2024-05-31  8:22:18 PM Chg.+0.050 Bid9:29:08 PM Ask9:29:08 PM Underlying Strike price Expiration date Option type
0.500EUR +11.11% 0.500
Bid Size: 100,000		 0.510
Ask Size: 100,000		 BlackRock Inc 750.00 USD 2024-09-20 Call
 

Master data

WKN: SW1YRW
Issuer: Société Générale
Currency: EUR
Underlying: BlackRock Inc
Type: Warrant
Option type: Call
Strike price: 750.00 USD
Maturity: 2024-09-20
Issue date: 2023-08-07
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 14.97
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.11
Implied volatility: 0.24
Historic volatility: 0.18
Parity: 0.11
Time value: 0.36
Break-even: 739.43
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.61
Theta: -0.20
Omega: 9.09
Rho: 1.17
 

Quote data

Open: 0.450
High: 0.520
Low: 0.450
Previous Close: 0.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.25%
1 Month
  -3.85%
3 Months
  -46.24%
YTD
  -54.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.440
1M High / 1M Low: 0.830 0.440
6M High / 6M Low: 1.170 0.440
High (YTD): 2024-03-21 1.170
Low (YTD): 2024-05-29 0.440
52W High: - -
52W Low: - -
Avg. price 1W:   0.514
Avg. volume 1W:   0.000
Avg. price 1M:   0.636
Avg. volume 1M:   0.000
Avg. price 6M:   0.837
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.01%
Volatility 6M:   111.24%
Volatility 1Y:   -
Volatility 3Y:   -