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Soc. Generale Call 16 REP 20.09.2.../  DE000SW1ZUE6  /

Frankfurt Zert./SG
2024-06-07  9:41:16 PM Chg.-0.010 Bid9:53:37 PM Ask9:53:37 PM Underlying Strike price Expiration date Option type
0.180EUR -5.26% 0.190
Bid Size: 10,000		 0.220
Ask Size: 10,000		 REPSOL S.A. INH. ... 16.00 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZUE
Issuer: Société Générale
Currency: EUR
Underlying: REPSOL S.A. INH. EO 1
Type: Warrant
Option type: Call
Strike price: 16.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 72.98
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.20
Parity: -1.41
Time value: 0.20
Break-even: 16.20
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.23
Theta: 0.00
Omega: 17.13
Rho: 0.01
 

Quote data

Open: 0.190
High: 0.190
Low: 0.170
Previous Close: 0.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -41.94%
1 Month
  -48.57%
3 Months
  -55.00%
YTD
  -35.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.180
1M High / 1M Low: 0.380 0.180
6M High / 6M Low: 1.090 0.180
High (YTD): 2024-04-05 1.090
Low (YTD): 2024-06-07 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.204
Avg. volume 1W:   0.000
Avg. price 1M:   0.293
Avg. volume 1M:   0.000
Avg. price 6M:   0.425
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   179.11%
Volatility 6M:   172.02%
Volatility 1Y:   -
Volatility 3Y:   -