OverviewChartNewsTraderScreen

Soc. Generale Call 75 SCHW 20.09..../  DE000SW1YTN2  /

Frankfurt Zert./SG
6/21/2024  9:42:08 PM Chg.+0.010 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
0.330EUR +3.13% 0.340
Bid Size: 10,000		 0.350
Ask Size: 10,000		 Charles Schwab Corpo... 75.00 USD 9/20/2024 Call
 

Master data

WKN: SW1YTN
Issuer: Société Générale
Currency: EUR
Underlying: Charles Schwab Corporation
Type: Warrant
Option type: Call
Strike price: 75.00 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: 21.22
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.27
Parity: -0.21
Time value: 0.32
Break-even: 73.25
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.47
Theta: -0.02
Omega: 9.90
Rho: 0.07
 

Quote data

Open: 0.280
High: 0.340
Low: 0.270
Previous Close: 0.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -36.54%
3 Months
  -25.00%
YTD
  -41.07%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.300
1M High / 1M Low: 0.520 0.270
6M High / 6M Low: 0.750 0.200
High (YTD): 5/21/2024 0.750
Low (YTD): 2/7/2024 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.316
Avg. volume 1W:   0.000
Avg. price 1M:   0.353
Avg. volume 1M:   0.000
Avg. price 6M:   0.388
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   199.75%
Volatility 6M:   152.71%
Volatility 1Y:   -
Volatility 3Y:   -