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Soc. Generale Call 1100 DSV Panal.../  DE000SW7P8B7  /

EUWAX
30/05/2024  08:41:32 Chg.-0.130 Bid10:34:32 Ask10:34:32 Underlying Strike price Expiration date Option type
0.600EUR -17.81% 0.580
Bid Size: 30,000		 0.590
Ask Size: 30,000		 - 1,100.00 DKK 20/09/2024 Call
 

Master data

WKN: SW7P8B
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,100.00 DKK
Maturity: 20/09/2024
Issue date: 14/03/2024
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.95
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.27
Parity: -1.13
Time value: 0.65
Break-even: 153.96
Moneyness: 0.92
Premium: 0.13
Premium p.a.: 0.49
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.40
Theta: -0.05
Omega: 8.28
Rho: 0.15
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.41%
1 Month
  -17.81%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.710
1M High / 1M Low: 0.860 0.530
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.786
Avg. volume 1W:   0.000
Avg. price 1M:   0.723
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -