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Soc. Generale Call 2.8 IDS 21.06..../  DE000SW2LNN0  /

Frankfurt Zert./SG
5/27/2024  5:52:29 PM Chg.-0.080 Bid6:15:15 PM Ask- Underlying Strike price Expiration date Option type
0.420EUR -16.00% 0.420
Bid Size: 7,200		 -
Ask Size: -		 International Distri... 2.80 GBP 6/21/2024 Call
 

Master data

WKN: SW2LNN
Issuer: Société Générale
Currency: EUR
Underlying: International Distributions Services PLC ORD 1P
Type: Warrant
Option type: Call
Strike price: 2.80 GBP
Maturity: 6/21/2024
Issue date: 8/23/2023
Last trading day: 6/20/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 7.08
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.25
Implied volatility: 1.00
Historic volatility: 0.47
Parity: 0.25
Time value: 0.25
Break-even: 3.79
Moneyness: 1.08
Premium: 0.07
Premium p.a.: 1.69
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.66
Theta: -0.01
Omega: 4.70
Rho: 0.00
 

Quote data

Open: 0.420
High: 0.430
Low: 0.410
Previous Close: 0.500
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -23.64%
1 Month  
+110.00%
3 Months  
+250.00%
YTD  
+27.27%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.470
1M High / 1M Low: 0.610 0.160
6M High / 6M Low: 0.610 0.005
High (YTD): 5/22/2024 0.610
Low (YTD): 4/16/2024 0.005
52W High: - -
52W Low: - -
Avg. price 1W:   0.536
Avg. volume 1W:   0.000
Avg. price 1M:   0.339
Avg. volume 1M:   0.000
Avg. price 6M:   0.209
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   799.11%
Volatility 6M:   3,780.04%
Volatility 1Y:   -
Volatility 3Y:   -