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Soc. Generale Call 190 AMAT 17.01.../  DE000SW22TG2  /

Frankfurt Zert./SG
2024-06-18  11:03:46 AM Chg.+0.030 Bid11:25:59 AM Ask11:25:59 AM Underlying Strike price Expiration date Option type
6.120EUR +0.49% 6.110
Bid Size: 1,000		 6.200
Ask Size: 1,000		 Applied Materials In... 190.00 USD 2025-01-17 Call
 

Master data

WKN: SW22TG
Issuer: Société Générale
Currency: EUR
Underlying: Applied Materials Inc
Type: Warrant
Option type: Call
Strike price: 190.00 USD
Maturity: 2025-01-17
Issue date: 2023-09-04
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.70
Leverage: Yes

Calculated values

Fair value: 5.58
Intrinsic value: 4.92
Implied volatility: 0.44
Historic volatility: 0.31
Parity: 4.92
Time value: 1.19
Break-even: 238.01
Moneyness: 1.28
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.16%
Delta: 0.83
Theta: -0.06
Omega: 3.07
Rho: 0.74
 

Quote data

Open: 6.040
High: 6.120
Low: 6.000
Previous Close: 6.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+22.65%
1 Month  
+64.96%
3 Months  
+76.37%
YTD  
+310.74%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.090 4.990
1M High / 1M Low: 6.090 3.640
6M High / 6M Low: 6.090 0.960
High (YTD): 2024-06-17 6.090
Low (YTD): 2024-01-10 0.960
52W High: - -
52W Low: - -
Avg. price 1W:   5.564
Avg. volume 1W:   0.000
Avg. price 1M:   4.561
Avg. volume 1M:   0.000
Avg. price 6M:   3.119
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.23%
Volatility 6M:   145.49%
Volatility 1Y:   -
Volatility 3Y:   -