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Soc. Generale Call 30 ML 20.09.20.../  DE000SW1ZST8  /

Frankfurt Zert./SG
2024-05-30  3:29:45 PM Chg.+0.030 Bid2024-05-30 Ask2024-05-30 Underlying Strike price Expiration date Option type
0.760EUR +4.11% 0.760
Bid Size: 60,000		 0.770
Ask Size: 60,000		 Cie Generale des Eta... 30.00 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZST
Issuer: Société Générale
Currency: EUR
Underlying: Cie Generale des Etablissements Michelin SA
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: 4.91
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.68
Implied volatility: 0.32
Historic volatility: 0.17
Parity: 0.68
Time value: 0.07
Break-even: 37.50
Moneyness: 1.23
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.35%
Delta: 0.91
Theta: -0.01
Omega: 4.45
Rho: 0.08
 

Quote data

Open: 0.720
High: 0.760
Low: 0.720
Previous Close: 0.730
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.14%
1 Month  
+24.59%
3 Months  
+52.00%
YTD  
+90.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.680
1M High / 1M Low: 0.750 0.610
6M High / 6M Low: 0.750 0.250
High (YTD): 2024-05-21 0.750
Low (YTD): 2024-02-05 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.698
Avg. volume 1W:   0.000
Avg. price 1M:   0.696
Avg. volume 1M:   0.000
Avg. price 6M:   0.476
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.55%
Volatility 6M:   112.41%
Volatility 1Y:   -
Volatility 3Y:   -