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Soc. Generale Call 70 BSN 20.09.2.../  DE000SW1ZL30  /

Frankfurt Zert./SG
11/06/2024  21:36:19 Chg.+0.003 Bid11/06/2024 Ask11/06/2024 Underlying Strike price Expiration date Option type
0.013EUR +30.00% 0.013
Bid Size: 10,000		 0.023
Ask Size: 10,000		 DANONE S.A. EO -,25 70.00 EUR 20/09/2024 Call
 

Master data

WKN: SW1ZL3
Issuer: Société Générale
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 20/09/2024
Issue date: 08/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 282.57
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.13
Parity: -1.07
Time value: 0.02
Break-even: 70.21
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 0.84
Spread abs.: 0.01
Spread %: 90.91%
Delta: 0.08
Theta: 0.00
Omega: 21.96
Rho: 0.01
 

Quote data

Open: 0.011
High: 0.013
Low: 0.010
Previous Close: 0.010
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month
  -27.78%
3 Months
  -38.10%
YTD
  -63.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.012 0.010
1M High / 1M Low: 0.019 0.009
6M High / 6M Low: 0.077 0.009
High (YTD): 29/01/2024 0.077
Low (YTD): 03/06/2024 0.009
52W High: - -
52W Low: - -
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.033
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.44%
Volatility 6M:   182.73%
Volatility 1Y:   -
Volatility 3Y:   -