Soc. Generale Call 1250 Novo-Nord.../  DE000SW7HU35  /

EUWAX
9/27/2024  9:20:36 AM Chg.-0.160 Bid10:35:07 AM Ask10:35:07 AM Underlying Strike price Expiration date Option type
0.820EUR -16.33% 0.780
Bid Size: 60,000
0.790
Ask Size: 60,000
- 1,250.00 DKK 6/19/2026 Call
 

Master data

WKN: SW7HU3
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,250.00 DKK
Maturity: 6/19/2026
Issue date: 3/11/2024
Last trading day: 6/18/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.62
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.33
Parity: -5.66
Time value: 0.88
Break-even: 176.44
Moneyness: 0.66
Premium: 0.59
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 1.15%
Delta: 0.32
Theta: -0.02
Omega: 4.00
Rho: 0.46
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.980
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.43%
1 Month
  -38.81%
3 Months
  -59.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.130 0.830
1M High / 1M Low: 1.490 0.830
6M High / 6M Low: 2.080 0.830
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.950
Avg. volume 1W:   0.000
Avg. price 1M:   1.200
Avg. volume 1M:   0.000
Avg. price 6M:   1.601
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.10%
Volatility 6M:   97.60%
Volatility 1Y:   -
Volatility 3Y:   -