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Soc. Generale Call 560 SWSDF 21.0.../  DE000SN35B76  /

Frankfurt Zert./SG
2024-05-24  9:40:37 PM Chg.+0.090 Bid9:51:51 PM Ask9:51:51 PM Underlying Strike price Expiration date Option type
0.640EUR +16.36% 0.640
Bid Size: 4,700		 0.850
Ask Size: 4,700		 Swiss Life Holding 560.00 - 2024-06-21 Call
 

Master data

WKN: SN35B7
Issuer: Société Générale
Currency: EUR
Underlying: Swiss Life Holding
Type: Warrant
Option type: Call
Strike price: 560.00 -
Maturity: 2024-06-21
Issue date: 2022-06-28
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.44
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.73
Implied volatility: 0.26
Historic volatility: 0.20
Parity: 0.73
Time value: 0.02
Break-even: 635.00
Moneyness: 1.13
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.35%
Delta: 0.97
Theta: -0.12
Omega: 8.14
Rho: 0.40
 

Quote data

Open: 0.520
High: 0.720
Low: 0.520
Previous Close: 0.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.59%
1 Month  
+33.33%
3 Months
  -30.43%
YTD  
+33.33%
1 Year  
+60.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.550
1M High / 1M Low: 1.050 0.480
6M High / 6M Low: 1.120 0.320
High (YTD): 2024-03-13 1.120
Low (YTD): 2024-04-18 0.440
52W High: 2024-03-13 1.120
52W Low: 2023-07-10 0.270
Avg. price 1W:   0.622
Avg. volume 1W:   0.000
Avg. price 1M:   0.664
Avg. volume 1M:   0.000
Avg. price 6M:   0.623
Avg. volume 6M:   0.000
Avg. price 1Y:   0.522
Avg. volume 1Y:   0.000
Volatility 1M:   225.83%
Volatility 6M:   145.75%
Volatility 1Y:   139.00%
Volatility 3Y:   -