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Soc. Generale Call 150 EL 21.06.2.../  DE000SW1YWG0  /

Frankfurt Zert./SG
2024-05-24  9:38:00 PM Chg.-0.003 Bid9:59:03 PM Ask9:59:03 PM Underlying Strike price Expiration date Option type
0.023EUR -11.54% 0.023
Bid Size: 10,000		 0.033
Ask Size: 10,000		 Estee Lauder Compani... 150.00 USD 2024-06-21 Call
 

Master data

WKN: SW1YWG
Issuer: Société Générale
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2024-06-21
Issue date: 2023-08-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 352.17
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.39
Parity: -2.21
Time value: 0.03
Break-even: 138.62
Moneyness: 0.84
Premium: 0.19
Premium p.a.: 9.84
Spread abs.: 0.01
Spread %: 43.48%
Delta: 0.06
Theta: -0.03
Omega: 22.21
Rho: 0.01
 

Quote data

Open: 0.007
High: 0.026
Low: 0.007
Previous Close: 0.026
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -77.00%
1 Month
  -97.20%
3 Months
  -98.35%
YTD
  -98.59%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.067 0.023
1M High / 1M Low: 0.910 0.023
6M High / 6M Low: 1.810 0.023
High (YTD): 2024-03-13 1.790
Low (YTD): 2024-05-24 0.023
52W High: - -
52W Low: - -
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.247
Avg. volume 1M:   0.000
Avg. price 6M:   0.964
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   404.87%
Volatility 6M:   283.32%
Volatility 1Y:   -
Volatility 3Y:   -