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Soc. Generale Call 190 AMAT 20.09.../  DE000SW22TF4  /

Frankfurt Zert./SG
2024-06-14  9:37:06 PM Chg.+0.040 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
4.930EUR +0.82% 4.890
Bid Size: 1,000		 4.910
Ask Size: 1,000		 Applied Materials In... 190.00 USD 2024-09-20 Call
 

Master data

WKN: SW22TF
Issuer: Société Générale
Currency: EUR
Underlying: Applied Materials Inc
Type: Warrant
Option type: Call
Strike price: 190.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-04
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.53
Leverage: Yes

Calculated values

Fair value: 4.66
Intrinsic value: 4.39
Implied volatility: 0.43
Historic volatility: 0.31
Parity: 4.39
Time value: 0.50
Break-even: 226.39
Moneyness: 1.25
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 0.41%
Delta: 0.88
Theta: -0.07
Omega: 3.97
Rho: 0.39
 

Quote data

Open: 4.790
High: 4.960
Low: 4.630
Previous Close: 4.890
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+36.19%
1 Month  
+44.57%
3 Months  
+83.27%
YTD  
+383.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.930 4.150
1M High / 1M Low: 4.930 2.880
6M High / 6M Low: 4.930 0.560
High (YTD): 2024-06-14 4.930
Low (YTD): 2024-01-10 0.560
52W High: - -
52W Low: - -
Avg. price 1W:   4.600
Avg. volume 1W:   0.000
Avg. price 1M:   3.659
Avg. volume 1M:   0.000
Avg. price 6M:   2.427
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.76%
Volatility 6M:   185.42%
Volatility 1Y:   -
Volatility 3Y:   -