Soc. Generale Call 0.91 USDCHF 17.../  DE000SW9FBE1  /

EUWAX
2024-05-08  9:12:22 PM Chg.-0.050 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.320EUR -13.51% -
Bid Size: -
-
Ask Size: -
CROSSRATE USD/CHF 0.91 CHF 2024-05-17 Call
 

Master data

WKN: SW9FBE
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.91 CHF
Maturity: 2024-05-17
Issue date: 2024-04-23
Last trading day: 2024-05-16
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 258.27
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.07
Historic volatility: 0.07
Parity: -0.16
Time value: 0.36
Break-even: 0.94
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.47
Theta: 0.00
Omega: 121.90
Rho: 0.00
 

Quote data

Open: 0.350
High: 0.370
Low: 0.320
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -70.37%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.570 0.280
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.388
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -