Soc. Generale Call 1200 DSV Panal.../  DE000SW7P8C5  /

Frankfurt Zert./SG
2024-05-28  12:05:10 PM Chg.+0.020 Bid12:20:41 PM Ask12:20:41 PM Underlying Strike price Expiration date Option type
0.370EUR +5.71% 0.360
Bid Size: 35,000
0.370
Ask Size: 35,000
- 1,200.00 DKK 2024-09-20 Call
 

Master data

WKN: SW7P8C
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,200.00 DKK
Maturity: 2024-09-20
Issue date: 2024-03-14
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 37.73
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -2.12
Time value: 0.37
Break-even: 164.53
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.68
Spread abs.: 0.01
Spread %: 2.78%
Delta: 0.26
Theta: -0.04
Omega: 9.98
Rho: 0.10
 

Quote data

Open: 0.340
High: 0.390
Low: 0.340
Previous Close: 0.350
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+12.12%
1 Month
  -15.91%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.330
1M High / 1M Low: 0.440 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.370
Avg. volume 1W:   0.000
Avg. price 1M:   0.355
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   191.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -