Soc. Generale Call 74 HEN3 21.03..../  DE000SW20BM2  /

Frankfurt Zert./SG
1/24/2025  9:35:12 PM Chg.-0.040 Bid9:56:23 PM Ask9:56:23 PM Underlying Strike price Expiration date Option type
1.030EUR -3.74% 1.040
Bid Size: 4,000
1.070
Ask Size: 4,000
HENKEL AG+CO.KGAA VZ... 74.00 - 3/21/2025 Call
 

Master data

WKN: SW20BM
Issuer: Société Générale
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Call
Strike price: 74.00 -
Maturity: 3/21/2025
Issue date: 9/1/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.56
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 0.99
Implied volatility: 0.33
Historic volatility: 0.16
Parity: 0.99
Time value: 0.12
Break-even: 85.10
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.91%
Delta: 0.86
Theta: -0.03
Omega: 6.47
Rho: 0.09
 

Quote data

Open: 1.070
High: 1.100
Low: 1.030
Previous Close: 1.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.04%
1 Month
  -3.74%
3 Months  
+3.00%
YTD
  -9.65%
1 Year  
+101.96%
3 Years     -
5 Years     -
1W High / 1W Low: 1.070 0.950
1M High / 1M Low: 1.140 0.920
6M High / 6M Low: 1.290 0.640
High (YTD): 1/9/2025 1.130
Low (YTD): 1/16/2025 0.920
52W High: 6/10/2024 1.500
52W Low: 3/4/2024 0.300
Avg. price 1W:   1.000
Avg. volume 1W:   0.000
Avg. price 1M:   1.024
Avg. volume 1M:   0.000
Avg. price 6M:   0.963
Avg. volume 6M:   0.000
Avg. price 1Y:   0.905
Avg. volume 1Y:   0.000
Volatility 1M:   88.06%
Volatility 6M:   95.64%
Volatility 1Y:   115.15%
Volatility 3Y:   -