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Soc. Generale Call 30 AXA 20.09.2.../  DE000SW1ZJZ4  /

Frankfurt Zert./SG
2024-06-13  8:18:50 PM Chg.-0.100 Bid8:44:01 PM Ask8:44:01 PM Underlying Strike price Expiration date Option type
0.220EUR -31.25% 0.220
Bid Size: 10,000		 0.230
Ask Size: 10,000		 AXA S.A. INH. EO... 30.00 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZJZ
Issuer: Société Générale
Currency: EUR
Underlying: AXA S.A. INH. EO 2,29
Type: Warrant
Option type: Call
Strike price: 30.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.77
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.23
Implied volatility: 0.27
Historic volatility: 0.16
Parity: 0.23
Time value: 0.11
Break-even: 33.30
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.74
Theta: -0.01
Omega: 7.26
Rho: 0.06
 

Quote data

Open: 0.310
High: 0.310
Low: 0.220
Previous Close: 0.320
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -45.00%
1 Month
  -51.11%
3 Months
  -47.62%
YTD  
+37.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.280
1M High / 1M Low: 0.460 0.280
6M High / 6M Low: 0.500 0.130
High (YTD): 2024-04-03 0.500
Low (YTD): 2024-01-11 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.342
Avg. volume 1W:   0.000
Avg. price 1M:   0.401
Avg. volume 1M:   0.000
Avg. price 6M:   0.316
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.14%
Volatility 6M:   124.76%
Volatility 1Y:   -
Volatility 3Y:   -