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Soc. Generale Call 750 RAA 20.09..../  DE000SW3XM54  /

Frankfurt Zert./SG
2024-06-03  11:23:07 AM Chg.-0.050 Bid11:24:50 AM Ask11:24:50 AM Underlying Strike price Expiration date Option type
0.710EUR -6.58% 0.710
Bid Size: 4,300		 0.740
Ask Size: 4,300		 RATIONAL AG 750.00 EUR 2024-09-20 Call
 

Master data

WKN: SW3XM5
Issuer: Société Générale
Currency: EUR
Underlying: RATIONAL AG
Type: Warrant
Option type: Call
Strike price: 750.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-25
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 9.50
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.29
Implied volatility: 0.37
Historic volatility: 0.26
Parity: 0.29
Time value: 0.53
Break-even: 832.00
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 3.80%
Delta: 0.63
Theta: -0.32
Omega: 6.03
Rho: 1.23
 

Quote data

Open: 0.740
High: 0.740
Low: 0.710
Previous Close: 0.760
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -24.47%
1 Month
  -21.11%
3 Months
  -10.13%
YTD  
+36.54%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.760
1M High / 1M Low: 1.090 0.760
6M High / 6M Low: 1.100 0.200
High (YTD): 2024-03-27 1.100
Low (YTD): 2024-01-05 0.310
52W High: - -
52W Low: - -
Avg. price 1W:   0.844
Avg. volume 1W:   0.000
Avg. price 1M:   0.931
Avg. volume 1M:   0.000
Avg. price 6M:   0.729
Avg. volume 6M:   46.516
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.87%
Volatility 6M:   168.46%
Volatility 1Y:   -
Volatility 3Y:   -