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Soc. Generale Call 460 IDXX 21.06.../  DE000SW3NF30  /

Frankfurt Zert./SG
2024-06-03  11:11:14 AM Chg.-0.150 Bid11:38:53 AM Ask11:38:53 AM Underlying Strike price Expiration date Option type
3.540EUR -4.07% 3.420
Bid Size: 900		 4.330
Ask Size: 900		 IDEXX Laboratories I... 460.00 USD 2024-06-21 Call
 

Master data

WKN: SW3NF3
Issuer: Société Générale
Currency: EUR
Underlying: IDEXX Laboratories Inc
Type: Warrant
Option type: Call
Strike price: 460.00 USD
Maturity: 2024-06-21
Issue date: 2023-09-19
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.22
Leverage: Yes

Calculated values

Fair value: 3.59
Intrinsic value: 3.40
Implied volatility: 0.47
Historic volatility: 0.26
Parity: 3.40
Time value: 0.68
Break-even: 464.66
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.35
Spread abs.: 0.19
Spread %: 4.88%
Delta: 0.79
Theta: -0.42
Omega: 8.87
Rho: 0.16
 

Quote data

Open: 3.400
High: 3.540
Low: 3.340
Previous Close: 3.690
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -26.25%
1 Month  
+9.26%
3 Months
  -70.74%
YTD
  -68.05%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.800 3.690
1M High / 1M Low: 8.150 2.700
6M High / 6M Low: 12.120 2.700
High (YTD): 2024-02-09 12.120
Low (YTD): 2024-05-06 2.700
52W High: - -
52W Low: - -
Avg. price 1W:   4.142
Avg. volume 1W:   0.000
Avg. price 1M:   5.095
Avg. volume 1M:   0.000
Avg. price 6M:   8.253
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   260.76%
Volatility 6M:   158.17%
Volatility 1Y:   -
Volatility 3Y:   -