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Soc. Generale Call 27 ZAL 21.06.2.../  DE000SN3ZRE9  /

Frankfurt Zert./SG
2024-06-07  9:47:52 PM Chg.-0.003 Bid9:59:54 PM Ask9:59:54 PM Underlying Strike price Expiration date Option type
0.005EUR -37.50% 0.006
Bid Size: 10,000		 0.020
Ask Size: 10,000		 ZALANDO SE 27.00 EUR 2024-06-21 Call
 

Master data

WKN: SN3ZRE
Issuer: Société Générale
Currency: EUR
Underlying: ZALANDO SE
Type: Warrant
Option type: Call
Strike price: 27.00 EUR
Maturity: 2024-06-21
Issue date: 2022-06-24
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 117.10
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.48
Parity: -0.36
Time value: 0.02
Break-even: 27.20
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 65.76
Spread abs.: 0.02
Spread %: 300.00%
Delta: 0.14
Theta: -0.03
Omega: 16.61
Rho: 0.00
 

Quote data

Open: 0.006
High: 0.010
Low: 0.005
Previous Close: 0.008
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -70.59%
1 Month
  -91.67%
3 Months
  -86.84%
YTD
  -96.15%
1 Year
  -98.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.005
1M High / 1M Low: 0.076 0.005
6M High / 6M Low: 0.260 0.005
High (YTD): 2024-04-17 0.260
Low (YTD): 2024-06-07 0.005
52W High: 2023-07-25 0.850
52W Low: 2024-06-07 0.005
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.028
Avg. volume 1M:   0.000
Avg. price 6M:   0.087
Avg. volume 6M:   0.000
Avg. price 1Y:   0.253
Avg. volume 1Y:   0.000
Volatility 1M:   424.94%
Volatility 6M:   340.01%
Volatility 1Y:   267.13%
Volatility 3Y:   -