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Soc. Generale Call 120 EL 21.06.2.../  DE000SW35K66  /

Frankfurt Zert./SG
5/24/2024  9:40:18 PM Chg.-0.050 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
0.760EUR -6.17% 0.760
Bid Size: 4,000		 0.770
Ask Size: 4,000		 Estee Lauder Compani... 120.00 USD 6/21/2024 Call
 

Master data

WKN: SW35K6
Issuer: Société Générale
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 6/21/2024
Issue date: 9/29/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.09
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.56
Implied volatility: 0.33
Historic volatility: 0.39
Parity: 0.56
Time value: 0.21
Break-even: 118.33
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 1.32%
Delta: 0.73
Theta: -0.07
Omega: 11.05
Rho: 0.06
 

Quote data

Open: 0.720
High: 0.810
Low: 0.720
Previous Close: 0.810
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -47.22%
1 Month
  -70.43%
3 Months
  -76.54%
YTD
  -76.62%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.260 0.760
1M High / 1M Low: 2.800 0.760
6M High / 6M Low: 3.800 0.760
High (YTD): 3/13/2024 3.800
Low (YTD): 5/24/2024 0.760
52W High: - -
52W Low: - -
Avg. price 1W:   1.022
Avg. volume 1W:   0.000
Avg. price 1M:   1.554
Avg. volume 1M:   0.000
Avg. price 6M:   2.479
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   221.40%
Volatility 6M:   173.33%
Volatility 1Y:   -
Volatility 3Y:   -