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Soc. Generale Call 42 CMCSA 20.09.../  DE000SW1YUC3  /

Frankfurt Zert./SG
6/21/2024  3:26:34 PM Chg.+0.006 Bid3:37:20 PM Ask3:37:20 PM Underlying Strike price Expiration date Option type
0.064EUR +10.34% 0.070
Bid Size: 700,000		 0.080
Ask Size: 700,000		 Comcast Corporation 42.00 USD 9/20/2024 Call
 

Master data

WKN: SW1YUC
Issuer: Société Générale
Currency: EUR
Underlying: Comcast Corporation
Type: Warrant
Option type: Call
Strike price: 42.00 USD
Maturity: 9/20/2024
Issue date: 8/7/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 49.79
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.20
Parity: -0.39
Time value: 0.07
Break-even: 39.94
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 0.63
Spread abs.: 0.01
Spread %: 16.39%
Delta: 0.26
Theta: -0.01
Omega: 13.06
Rho: 0.02
 

Quote data

Open: 0.061
High: 0.064
Low: 0.059
Previous Close: 0.058
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+25.49%
1 Month
  -41.82%
3 Months
  -80.61%
YTD
  -86.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.058 0.039
1M High / 1M Low: 0.130 0.039
6M High / 6M Low: 0.630 0.039
High (YTD): 2/1/2024 0.630
Low (YTD): 6/19/2024 0.039
52W High: - -
52W Low: - -
Avg. price 1W:   0.048
Avg. volume 1W:   0.000
Avg. price 1M:   0.081
Avg. volume 1M:   0.000
Avg. price 6M:   0.275
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   287.11%
Volatility 6M:   184.49%
Volatility 1Y:   -
Volatility 3Y:   -