OverviewChartNewsTraderScreen

Soc. Generale Call 260 ROK 21.06..../  DE000SW3WJT0  /

Frankfurt Zert./SG
5/31/2024  9:48:53 PM Chg.-0.050 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
0.500EUR -9.09% 0.550
Bid Size: 5,500		 0.600
Ask Size: 5,500		 Rockwell Automation ... 260.00 USD 6/21/2024 Call
 

Master data

WKN: SW3WJT
Issuer: Société Générale
Currency: EUR
Underlying: Rockwell Automation Inc
Type: Warrant
Option type: Call
Strike price: 260.00 USD
Maturity: 6/21/2024
Issue date: 9/25/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.92
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.27
Parity: -0.23
Time value: 0.61
Break-even: 245.76
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.88
Spread abs.: 0.05
Spread %: 8.93%
Delta: 0.47
Theta: -0.18
Omega: 18.44
Rho: 0.06
 

Quote data

Open: 0.360
High: 0.540
Low: 0.350
Previous Close: 0.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -46.81%
1 Month
  -77.06%
3 Months
  -86.30%
YTD
  -91.02%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.500
1M High / 1M Low: 2.360 0.500
6M High / 6M Low: 5.710 0.500
High (YTD): 1/8/2024 5.270
Low (YTD): 5/31/2024 0.500
52W High: - -
52W Low: - -
Avg. price 1W:   0.594
Avg. volume 1W:   0.000
Avg. price 1M:   1.351
Avg. volume 1M:   0.000
Avg. price 6M:   3.237
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   234.41%
Volatility 6M:   189.31%
Volatility 1Y:   -
Volatility 3Y:   -