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Soc. Generale Call 32 AXA 20.09.2.../  DE000SW1ZJ00  /

Frankfurt Zert./SG
13/06/2024  21:46:42 Chg.-0.060 Bid08:00:07 Ask08:00:07 Underlying Strike price Expiration date Option type
0.120EUR -33.33% 0.120
Bid Size: 20,000		 0.130
Ask Size: 20,000		 AXA S.A. INH. EO... 32.00 EUR 20/09/2024 Call
 

Master data

WKN: SW1ZJ0
Issuer: Société Générale
Currency: EUR
Underlying: AXA S.A. INH. EO 2,29
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 20/09/2024
Issue date: 08/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.97
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.03
Implied volatility: 0.24
Historic volatility: 0.16
Parity: 0.03
Time value: 0.17
Break-even: 33.90
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.58
Theta: -0.01
Omega: 9.85
Rho: 0.05
 

Quote data

Open: 0.180
High: 0.180
Low: 0.110
Previous Close: 0.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -45.45%
1 Month
  -55.56%
3 Months
  -55.56%
YTD  
+48.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.120
1M High / 1M Low: 0.300 0.120
6M High / 6M Low: 0.330 0.061
High (YTD): 03/04/2024 0.330
Low (YTD): 17/01/2024 0.061
52W High: - -
52W Low: - -
Avg. price 1W:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.238
Avg. volume 1M:   0.000
Avg. price 6M:   0.186
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   186.19%
Volatility 6M:   165.50%
Volatility 1Y:   -
Volatility 3Y:   -