Soc. Generale Call 1000 DSV Panal.../  DE000SW7ZHN1  /

Frankfurt Zert./SG
5/31/2024  9:37:45 PM Chg.+0.290 Bid9:51:35 PM Ask9:51:35 PM Underlying Strike price Expiration date Option type
1.450EUR +25.00% 1.460
Bid Size: 2,100
1.560
Ask Size: 2,100
- 1,000.00 DKK 9/20/2024 Call
 

Master data

WKN: SW7ZHN
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,000.00 DKK
Maturity: 9/20/2024
Issue date: 3/20/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.21
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 0.27
Implied volatility: 0.33
Historic volatility: 0.27
Parity: 0.27
Time value: 0.95
Break-even: 146.27
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 1.67%
Delta: 0.60
Theta: -0.05
Omega: 6.77
Rho: 0.22
 

Quote data

Open: 1.150
High: 1.460
Low: 1.130
Previous Close: 1.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.36%
1 Month  
+19.83%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.470 1.160
1M High / 1M Low: 1.610 1.060
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.330
Avg. volume 1W:   0.000
Avg. price 1M:   1.358
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   107.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -