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Soc. Generale Call 180 AMAT 21.03.../  DE000SW38VA7  /

Frankfurt Zert./SG
2024-06-18  8:57:35 AM Chg.-0.060 Bid9:30:51 AM Ask9:30:51 AM Underlying Strike price Expiration date Option type
7.050EUR -0.84% 7.010
Bid Size: 1,000		 7.200
Ask Size: 1,000		 Applied Materials In... 180.00 USD 2025-03-21 Call
 

Master data

WKN: SW38VA
Issuer: Société Générale
Currency: EUR
Underlying: Applied Materials Inc
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 2025-03-21
Issue date: 2023-10-03
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.17
Leverage: Yes

Calculated values

Fair value: 6.57
Intrinsic value: 5.85
Implied volatility: 0.45
Historic volatility: 0.31
Parity: 5.85
Time value: 1.28
Break-even: 238.90
Moneyness: 1.35
Premium: 0.06
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.28%
Delta: 0.85
Theta: -0.05
Omega: 2.69
Rho: 0.91
 

Quote data

Open: 7.050
High: 7.050
Low: 7.050
Previous Close: 7.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+17.70%
1 Month  
+51.29%
3 Months  
+65.11%
YTD  
+245.59%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.110 5.990
1M High / 1M Low: 7.110 4.560
6M High / 6M Low: 7.110 1.390
High (YTD): 2024-06-17 7.110
Low (YTD): 2024-01-10 1.390
52W High: - -
52W Low: - -
Avg. price 1W:   6.582
Avg. volume 1W:   0.000
Avg. price 1M:   5.524
Avg. volume 1M:   0.000
Avg. price 6M:   3.887
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.15%
Volatility 6M:   125.71%
Volatility 1Y:   -
Volatility 3Y:   -