Soc. Generale Call 1.14 EURCHF 20.../  DE000SW8ZCN0  /

EUWAX
2024-06-06  9:13:11 PM Chg.0.000 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.031EUR 0.00% -
Bid Size: -
-
Ask Size: -
CROSSRATE EUR/CHF 1.14 CHF 2024-12-20 Call
 

Master data

WKN: SW8ZCN
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 1.14 CHF
Maturity: 2024-12-20
Issue date: 2024-04-12
Last trading day: 2024-12-19
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 1,234.57
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.05
Parity: -17.39
Time value: 0.08
Break-even: 1.17
Moneyness: 0.85
Premium: 0.17
Premium p.a.: 0.35
Spread abs.: 0.05
Spread %: 161.29%
Delta: 0.03
Theta: 0.00
Omega: 36.37
Rho: 0.00
 

Quote data

Open: 0.031
High: 0.031
Low: 0.031
Previous Close: 0.031
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.13%
1 Month
  -16.22%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.032 0.031
1M High / 1M Low: 0.037 0.031
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.031
Avg. volume 1W:   0.000
Avg. price 1M:   0.033
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   24.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -