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Soc. Generale Call 72 HEN3 21.03..../  DE000SW20BL4  /

Frankfurt Zert./SG
24/01/2025  21:49:19 Chg.-0.040 Bid21:59:52 Ask21:59:52 Underlying Strike price Expiration date Option type
1.220EUR -3.17% 1.230
Bid Size: 4,000		 1.260
Ask Size: 4,000		 HENKEL AG+CO.KGAA VZ... 72.00 - 21/03/2025 Call
 

Master data

WKN: SW20BL
Issuer: Société Générale
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Call
Strike price: 72.00 -
Maturity: 21/03/2025
Issue date: 01/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.60
Leverage: Yes

Calculated values

Fair value: 1.21
Intrinsic value: 1.18
Implied volatility: 0.34
Historic volatility: 0.16
Parity: 1.18
Time value: 0.09
Break-even: 84.70
Moneyness: 1.16
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 1.60%
Delta: 0.89
Theta: -0.02
Omega: 5.88
Rho: 0.09
 

Quote data

Open: 1.260
High: 1.280
Low: 1.220
Previous Close: 1.260
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.39%
1 Month
  -2.40%
3 Months  
+7.96%
YTD
  -8.96%
1 Year  
+96.77%
3 Years     -
5 Years     -
1W High / 1W Low: 1.260 1.130
1M High / 1M Low: 1.340 1.110
6M High / 6M Low: 1.470 0.790
High (YTD): 09/01/2025 1.310
Low (YTD): 16/01/2025 1.110
52W High: 10/06/2024 1.660
52W Low: 04/03/2024 0.370
Avg. price 1W:   1.194
Avg. volume 1W:   0.000
Avg. price 1M:   1.210
Avg. volume 1M:   0.000
Avg. price 6M:   1.129
Avg. volume 6M:   0.000
Avg. price 1Y:   1.057
Avg. volume 1Y:   0.000
Volatility 1M:   78.24%
Volatility 6M:   85.27%
Volatility 1Y:   104.52%
Volatility 3Y:   -