Soc. Generale Call 320 PPX 20.12..../  DE000SW987D5  /

Frankfurt Zert./SG
2024-05-31  5:23:13 PM Chg.-0.180 Bid5:32:26 PM Ask5:32:26 PM Underlying Strike price Expiration date Option type
3.120EUR -5.45% -
Bid Size: -
-
Ask Size: -
KERING S.A. INH. ... 320.00 EUR 2024-12-20 Call
 

Master data

WKN: SW987D
Issuer: Société Générale
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 320.00 EUR
Maturity: 2024-12-20
Issue date: 2024-05-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.23
Leverage: Yes

Calculated values

Fair value: 2.84
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.28
Parity: -0.28
Time value: 3.10
Break-even: 351.00
Moneyness: 0.99
Premium: 0.11
Premium p.a.: 0.20
Spread abs.: 0.11
Spread %: 3.68%
Delta: 0.57
Theta: -0.09
Omega: 5.80
Rho: 0.82
 

Quote data

Open: 3.330
High: 3.360
Low: 3.120
Previous Close: 3.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.58%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.050 3.120
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.582
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -