Soc. Generale Call 11 SFER 19.09..../  DE000SW8J0A3  /

EUWAX
7/23/2024  8:42:34 AM Chg.-0.008 Bid10:46:28 AM Ask10:46:28 AM Underlying Strike price Expiration date Option type
0.029EUR -21.62% 0.028
Bid Size: 35,000
0.038
Ask Size: 35,000
SALVATORE FERRAGAMO 11.00 EUR 9/19/2024 Call
 

Master data

WKN: SW8J0A
Issuer: Société Générale
Currency: EUR
Underlying: SALVATORE FERRAGAMO
Type: Warrant
Option type: Call
Strike price: 11.00 EUR
Maturity: 9/19/2024
Issue date: 4/4/2024
Last trading day: 9/19/2024
Ratio: 5:1
Exercise type: European
Quanto: -
Gearing: 39.74
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.30
Parity: -0.53
Time value: 0.04
Break-even: 11.21
Moneyness: 0.76
Premium: 0.34
Premium p.a.: 5.41
Spread abs.: 0.01
Spread %: 31.25%
Delta: 0.19
Theta: -0.01
Omega: 7.61
Rho: 0.00
 

Quote data

Open: 0.029
High: 0.029
Low: 0.029
Previous Close: 0.037
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.38%
1 Month
  -49.12%
3 Months
  -73.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.042 0.032
1M High / 1M Low: 0.067 0.030
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.044
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   284.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -