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

EUWAX
2024-05-16  10:36:18 AM Chg.+0.090 Bid3:37:52 PM Ask3:37:52 PM Underlying Strike price Expiration date Option type
0.400EUR +29.03% 0.390
Bid Size: 100,000		 0.400
Ask Size: 100,000		 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: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+48.15%
1 Month  
+122.22%
3 Months  
+207.69%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.190
1M High / 1M Low: 0.320 0.180
6M High / 6M Low: 0.470 0.078
High (YTD): 2024-01-02 0.340
Low (YTD): 2024-02-08 0.089
52W High: - -
52W Low: - -
Avg. price 1W:   0.252
Avg. volume 1W:   0.000
Avg. price 1M:   0.250
Avg. volume 1M:   0.000
Avg. price 6M:   0.197
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   323.39%
Volatility 6M:   261.09%
Volatility 1Y:   -
Volatility 3Y:   -