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Soc. Generale Call 75 SCHW 21.06..../  DE000SW1YTL6  /

Frankfurt Zert./SG
2024-05-16  9:36:24 PM Chg.-0.010 Bid9:59:10 PM Ask9:59:10 PM Underlying Strike price Expiration date Option type
0.440EUR -2.22% 0.420
Bid Size: 7,200		 0.430
Ask Size: 7,200		 Charles Schwab Corpo... 75.00 USD 2024-06-21 Call
 

Master data

WKN: SW1YTL
Issuer: Société Générale
Currency: EUR
Underlying: Charles Schwab Corporation
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 2024-06-21
Issue date: 2023-08-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.37
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.34
Implied volatility: 0.28
Historic volatility: 0.26
Parity: 0.34
Time value: 0.13
Break-even: 73.58
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.74
Theta: -0.03
Omega: 11.32
Rho: 0.05
 

Quote data

Open: 0.410
High: 0.440
Low: 0.390
Previous Close: 0.450
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+62.96%
1 Month  
+76.00%
3 Months  
+238.46%
YTD  
+10.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.230
1M High / 1M Low: 0.450 0.230
6M High / 6M Low: 0.470 0.077
High (YTD): 2024-05-15 0.450
Low (YTD): 2024-02-06 0.096
52W High: - -
52W Low: - -
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.290
Avg. volume 1M:   0.000
Avg. price 6M:   0.209
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   280.35%
Volatility 6M:   249.50%
Volatility 1Y:   -
Volatility 3Y:   -