OverviewChartNewsTraderScreen

Soc. Generale Call 15 GZF 20.09.2.../  DE000SW1ZM62  /

Frankfurt Zert./SG
2024-06-18  8:11:04 PM Chg.-0.030 Bid2024-06-18 Ask2024-06-18 Underlying Strike price Expiration date Option type
0.220EUR -12.00% 0.220
Bid Size: 10,000		 0.240
Ask Size: 10,000		 ENGIE S.A. INH. ... 15.00 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZM6
Issuer: Société Générale
Currency: EUR
Underlying: ENGIE S.A. INH. EO 1
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 48.91
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.17
Parity: -1.80
Time value: 0.27
Break-even: 15.27
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.76
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.24
Theta: 0.00
Omega: 11.90
Rho: 0.01
 

Quote data

Open: 0.270
High: 0.270
Low: 0.200
Previous Close: 0.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -47.62%
1 Month
  -83.33%
3 Months
  -68.12%
YTD
  -85.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.250
1M High / 1M Low: 1.250 0.250
6M High / 6M Low: 1.960 0.250
High (YTD): 2024-01-10 1.960
Low (YTD): 2024-06-17 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.322
Avg. volume 1W:   0.000
Avg. price 1M:   0.870
Avg. volume 1M:   0.000
Avg. price 6M:   0.951
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   174.69%
Volatility 6M:   161.06%
Volatility 1Y:   -
Volatility 3Y:   -