Soc. Generale Call 1000 DSV Panal.../  DE000SW7ZHQ4  /

EUWAX
9/20/2024  8:48:31 AM Chg.-0.15 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
5.45EUR -2.68% -
Bid Size: -
-
Ask Size: -
- 1,000.00 DKK 3/21/2025 Call
 

Master data

WKN: SW7ZHQ
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,000.00 DKK
Maturity: 3/21/2025
Issue date: 3/20/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.41
Leverage: Yes

Calculated values

Fair value: 5.27
Intrinsic value: 4.93
Implied volatility: 0.38
Historic volatility: 0.32
Parity: 4.93
Time value: 0.44
Break-even: 187.77
Moneyness: 1.37
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.05
Spread %: 0.94%
Delta: 0.91
Theta: -0.03
Omega: 3.12
Rho: 0.56
 

Quote data

Open: 5.45
High: 5.45
Low: 5.45
Previous Close: 5.60
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.71%
1 Month  
+33.58%
3 Months  
+128.99%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.78 5.45
1M High / 1M Low: 5.78 3.59
6M High / 6M Low: 5.78 1.76
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.59
Avg. volume 1W:   0.00
Avg. price 1M:   4.40
Avg. volume 1M:   0.00
Avg. price 6M:   3.21
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   124.37%
Volatility 6M:   111.74%
Volatility 1Y:   -
Volatility 3Y:   -