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

EUWAX
5/24/2024  9:37:03 AM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.250EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 DT.TELEKOM AG NA 20.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 7/30/2021
Last trading day: 12/19/2024
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: 0.17
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: 6.63
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
  -7.41%
3 Months  
+4.17%
YTD  
+8.70%
1 Year
  -21.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.270
1M High / 1M Low: 0.290 0.250
6M High / 6M Low: 0.370 0.200
High (YTD): 1/24/2024 0.370
Low (YTD): 4/17/2024 0.200
52W High: 1/24/2024 0.370
52W Low: 8/8/2023 0.100
Avg. price 1W:   0.282
Avg. volume 1W:   0.000
Avg. price 1M:   0.271
Avg. volume 1M:   800
Avg. price 6M:   0.271
Avg. volume 6M:   10,495.935
Avg. price 1Y:   0.223
Avg. volume 1Y:   7,019.608
Volatility 1M:   73.87%
Volatility 6M:   87.26%
Volatility 1Y:   101.95%
Volatility 3Y:   -