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Soc. Generale Call 18 INN1 20.09..../  DE000SW2VNV2  /

Frankfurt Zert./SG
2024-06-04  9:11:45 PM Chg.-0.070 Bid9:12:18 PM Ask9:12:18 PM Underlying Strike price Expiration date Option type
0.230EUR -23.33% 0.240
Bid Size: 10,000		 0.250
Ask Size: 10,000		 ING GROEP NV EO... 18.00 EUR 2024-09-20 Call
 

Master data

WKN: SW2VNV
Issuer: Société Générale
Currency: EUR
Underlying: ING GROEP NV EO -,01
Type: Warrant
Option type: Call
Strike price: 18.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-30
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 53.12
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.21
Parity: -1.53
Time value: 0.31
Break-even: 18.31
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.27
Theta: 0.00
Omega: 14.58
Rho: 0.01
 

Quote data

Open: 0.280
High: 0.280
Low: 0.230
Previous Close: 0.300
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.81%
1 Month
  -17.86%
3 Months  
+389.36%
YTD  
+109.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.260
1M High / 1M Low: 0.360 0.260
6M High / 6M Low: 0.360 0.037
High (YTD): 2024-05-21 0.360
Low (YTD): 2024-02-26 0.037
52W High: - -
52W Low: - -
Avg. price 1W:   0.280
Avg. volume 1W:   0.000
Avg. price 1M:   0.296
Avg. volume 1M:   0.000
Avg. price 6M:   0.133
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   169.96%
Volatility 6M:   207.56%
Volatility 1Y:   -
Volatility 3Y:   -