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Soc. Generale Call 20 DTE 20.12.2.../  DE000SF23YT8  /

EUWAX
24/05/2024  09:37:03 Chg.0.000 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.250EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 DT.TELEKOM AG NA 20.00 EUR 20/12/2024 Call
 

Master data

WKN: SF23YT
Issuer: Société Générale
Currency: EUR
Underlying: DT.TELEKOM AG NA
Type: Warrant
Option type: Call
Strike price: 20.00 EUR
Maturity: 20/12/2024
Issue date: 30/07/2021
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.37
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.18
Implied volatility: 0.19
Historic volatility: 0.16
Parity: 0.18
Time value: 0.08
Break-even: 22.60
Moneyness: 1.09
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 4.00%
Delta: 0.79
Theta: 0.00
Omega: 6.60
Rho: 0.08
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.41%
1 Month
  -10.71%
3 Months  
+4.17%
YTD  
+8.70%
1 Year
  -13.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.250
1M High / 1M Low: 0.290 0.250
6M High / 6M Low: 0.370 0.200
High (YTD): 24/01/2024 0.370
Low (YTD): 17/04/2024 0.200
52W High: 24/01/2024 0.370
52W Low: 08/08/2023 0.100
Avg. price 1W:   0.277
Avg. volume 1W:   50
Avg. price 1M:   0.270
Avg. volume 1M:   810
Avg. price 6M:   0.271
Avg. volume 6M:   10,497.561
Avg. price 1Y:   0.223
Avg. volume 1Y:   7,020.392
Volatility 1M:   82.22%
Volatility 6M:   88.58%
Volatility 1Y:   102.08%
Volatility 3Y:   -