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Soc. Generale Call 26 SZG 21.06.2.../  DE000SW2BH25  /

Frankfurt Zert./SG
5/21/2024  11:29:16 AM Chg.+0.003 Bid11:34:51 AM Ask11:34:51 AM Underlying Strike price Expiration date Option type
0.005EUR +150.00% 0.004
Bid Size: 10,000		 0.020
Ask Size: 10,000		 SALZGITTER AG O.N. 26.00 EUR 6/21/2024 Call
 

Master data

WKN: SW2BH2
Issuer: Société Générale
Currency: EUR
Underlying: SALZGITTER AG O.N.
Type: Warrant
Option type: Call
Strike price: 26.00 EUR
Maturity: 6/21/2024
Issue date: 8/16/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 114.10
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.35
Parity: -0.32
Time value: 0.02
Break-even: 26.20
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 4.08
Spread abs.: 0.02
Spread %: 1,900.00%
Delta: 0.15
Theta: -0.01
Omega: 17.32
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.010
Low: 0.001
Previous Close: 0.002
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+400.00%
1 Month
  -89.80%
3 Months
  -96.88%
YTD
  -98.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.009 0.001
1M High / 1M Low: 0.090 0.001
6M High / 6M Low: 0.540 0.001
High (YTD): 1/2/2024 0.410
Low (YTD): 5/16/2024 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.035
Avg. volume 1M:   0.000
Avg. price 6M:   0.215
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,946.98%
Volatility 6M:   1,162.89%
Volatility 1Y:   -
Volatility 3Y:   -