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Soc. Generale Call 0.7 VOD 21.06..../  DE000SW13SA6  /

EUWAX
2024-06-03  8:54:08 AM Chg.+0.140 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.580EUR +31.82% -
Bid Size: -		 -
Ask Size: -		 Vodafone Group PLC O... 0.70 GBP 2024-06-21 Call
 

Master data

WKN: SW13SA
Issuer: Société Générale
Currency: EUR
Underlying: Vodafone Group PLC ORD USD0.20 20/21
Type: Warrant
Option type: Call
Strike price: 0.70 GBP
Maturity: 2024-06-21
Issue date: 2023-08-10
Last trading day: 2024-06-20
Ratio: 1:10
Exercise type: American
Quanto: No
Gearing: 11.18
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.61
Implied volatility: 0.53
Historic volatility: 0.27
Parity: 0.61
Time value: 0.18
Break-even: 0.90
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.49
Spread abs.: 0.20
Spread %: 33.90%
Delta: 0.75
Theta: 0.00
Omega: 8.44
Rho: 0.00
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+61.11%
1 Month  
+190.00%
3 Months
  -12.12%
YTD  
+1.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.310
1M High / 1M Low: 0.810 0.140
6M High / 6M Low: 0.900 0.140
High (YTD): 2024-05-17 0.810
Low (YTD): 2024-05-09 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.418
Avg. volume 1W:   0.000
Avg. price 1M:   0.429
Avg. volume 1M:   0.000
Avg. price 6M:   0.450
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   472.75%
Volatility 6M:   321.21%
Volatility 1Y:   -
Volatility 3Y:   -