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Soc. Generale Call 26 SZG 20.09.2.../  DE000SW2BH33  /

Frankfurt Zert./SG
2024-06-03  4:34:27 PM Chg.+0.004 Bid4:38:50 PM Ask4:38:50 PM Underlying Strike price Expiration date Option type
0.085EUR +4.94% 0.076
Bid Size: 25,000		 0.086
Ask Size: 25,000		 SALZGITTER AG O.N. 26.00 EUR 2024-09-20 Call
 

Master data

WKN: SW2BH3
Issuer: Société Générale
Currency: EUR
Underlying: SALZGITTER AG O.N.
Type: Warrant
Option type: Call
Strike price: 26.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-16
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 23.16
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.35
Parity: -0.33
Time value: 0.10
Break-even: 26.98
Moneyness: 0.87
Premium: 0.19
Premium p.a.: 0.78
Spread abs.: 0.01
Spread %: 11.36%
Delta: 0.33
Theta: -0.01
Omega: 7.62
Rho: 0.02
 

Quote data

Open: 0.090
High: 0.098
Low: 0.085
Previous Close: 0.081
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.14%
1 Month
  -50.00%
3 Months
  -57.50%
YTD
  -83.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.099 0.081
1M High / 1M Low: 0.170 0.066
6M High / 6M Low: 0.590 0.066
High (YTD): 2024-01-02 0.480
Low (YTD): 2024-05-23 0.066
52W High: - -
52W Low: - -
Avg. price 1W:   0.093
Avg. volume 1W:   0.000
Avg. price 1M:   0.092
Avg. volume 1M:   0.000
Avg. price 6M:   0.264
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   339.57%
Volatility 6M:   182.25%
Volatility 1Y:   -
Volatility 3Y:   -