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Soc. Generale Call 90 RDC 21.06.2.../  DE000SW31MR5  /

Frankfurt Zert./SG
2024-05-31  9:37:39 PM Chg.-0.130 Bid9:59:42 PM Ask9:59:42 PM Underlying Strike price Expiration date Option type
2.350EUR -5.24% 2.370
Bid Size: 1,300		 2.710
Ask Size: 1,300		 REDCARE PHARMACY INH... 90.00 EUR 2024-06-21 Call
 

Master data

WKN: SW31MR
Issuer: Société Générale
Currency: EUR
Underlying: REDCARE PHARMACY INH.
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 2024-06-21
Issue date: 2023-09-27
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.31
Leverage: Yes

Calculated values

Fair value: 2.44
Intrinsic value: 2.41
Implied volatility: 1.06
Historic volatility: 0.49
Parity: 2.41
Time value: 0.24
Break-even: 116.50
Moneyness: 1.27
Premium: 0.02
Premium p.a.: 0.46
Spread abs.: 0.16
Spread %: 6.43%
Delta: 0.86
Theta: -0.16
Omega: 3.71
Rho: 0.04
 

Quote data

Open: 2.370
High: 2.530
Low: 2.320
Previous Close: 2.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+25.67%
1 Month
  -37.83%
3 Months
  -47.07%
YTD
  -51.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.610 2.210
1M High / 1M Low: 4.410 1.060
6M High / 6M Low: 6.150 1.060
High (YTD): 2024-03-28 6.150
Low (YTD): 2024-05-21 1.060
52W High: - -
52W Low: - -
Avg. price 1W:   2.398
Avg. volume 1W:   0.000
Avg. price 1M:   2.776
Avg. volume 1M:   0.000
Avg. price 6M:   4.541
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   275.89%
Volatility 6M:   146.56%
Volatility 1Y:   -
Volatility 3Y:   -