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Soc. Generale Call 34.57 IXD1 20..../  DE000SW1ZQS4  /

Frankfurt Zert./SG
17/05/2024  10:57:15 Chg.+0.040 Bid11:30:32 Ask11:30:32 Underlying Strike price Expiration date Option type
1.020EUR +4.08% 1.010
Bid Size: 45,000		 1.020
Ask Size: 45,000		 INDITEX INH. EO... 34.57 EUR 20/09/2024 Call
 

Master data

WKN: SW1ZQS
Issuer: Société Générale
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 34.57 EUR
Maturity: 20/09/2024
Issue date: 08/08/2023
Last trading day: 19/09/2024
Ratio: 9.88:1
Exercise type: American
Quanto: -
Gearing: 4.43
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.88
Implied volatility: 0.37
Historic volatility: 0.20
Parity: 0.88
Time value: 0.11
Break-even: 44.35
Moneyness: 1.25
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 1.02%
Delta: 0.88
Theta: -0.01
Omega: 3.91
Rho: 0.10
 

Quote data

Open: 0.990
High: 1.020
Low: 0.990
Previous Close: 0.980
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month  
+5.15%
3 Months  
+59.38%
YTD  
+50.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.960
1M High / 1M Low: 1.200 0.930
6M High / 6M Low: 1.280 0.450
High (YTD): 28/03/2024 1.280
Low (YTD): 05/01/2024 0.540
52W High: - -
52W Low: - -
Avg. price 1W:   0.994
Avg. volume 1W:   0.000
Avg. price 1M:   1.010
Avg. volume 1M:   0.000
Avg. price 6M:   0.790
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.39%
Volatility 6M:   93.96%
Volatility 1Y:   -
Volatility 3Y:   -