OverviewChartNewsTraderScreen

Soc. Generale Call 0.7 VOD 21.06..../  DE000SW13SA6  /

Frankfurt Zert./SG
2024-05-30  9:17:34 AM Chg.+0.020 Bid9:18:50 AM Ask9:18:50 AM Underlying Strike price Expiration date Option type
0.380EUR +5.56% 0.380
Bid Size: 20,000		 0.580
Ask Size: 20,000		 Vodafone Group PLC O... 0.70 GBP 2024-06-21 Call
 

Master data

WKN: SW13SA
Issuer: Société Générale
Currency: EUR
Underlying: Vodafone Group PLC ORD USD0.20 20/21
Type: Warrant
Option type: Call
Strike price: 0.70 GBP
Maturity: 2024-06-21
Issue date: 2023-08-10
Last trading day: 2024-06-20
Ratio: 1:10
Exercise type: American
Quanto: No
Gearing: 13.52
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.43
Implied volatility: 0.45
Historic volatility: 0.26
Parity: 0.43
Time value: 0.21
Break-even: 0.89
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.47
Spread abs.: 0.20
Spread %: 45.45%
Delta: 0.70
Theta: 0.00
Omega: 9.48
Rho: 0.00
 

Quote data

Open: 0.310
High: 0.380
Low: 0.310
Previous Close: 0.360
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.63%
1 Month  
+111.11%
3 Months
  -30.91%
YTD
  -36.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.360
1M High / 1M Low: 0.820 0.140
6M High / 6M Low: 0.910 0.140
High (YTD): 2024-05-17 0.820
Low (YTD): 2024-05-08 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.392
Avg. volume 1W:   0.000
Avg. price 1M:   0.401
Avg. volume 1M:   0.000
Avg. price 6M:   0.457
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   386.54%
Volatility 6M:   291.83%
Volatility 1Y:   -
Volatility 3Y:   -