Soc. Generale Call 1500 DSV Panal.../  DE000SW8L6V2  /

EUWAX
2024-06-21  8:49:17 AM Chg.-0.070 Bid2:18:29 PM Ask2:18:29 PM Underlying Strike price Expiration date Option type
0.440EUR -13.73% 0.430
Bid Size: 35,000
0.440
Ask Size: 35,000
- 1,500.00 DKK 2025-03-21 Call
 

Master data

WKN: SW8L6V
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,500.00 DKK
Maturity: 2025-03-21
Issue date: 2024-04-05
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.36
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.28
Parity: -5.73
Time value: 0.49
Break-even: 206.01
Moneyness: 0.72
Premium: 0.43
Premium p.a.: 0.62
Spread abs.: 0.02
Spread %: 4.26%
Delta: 0.21
Theta: -0.03
Omega: 6.29
Rho: 0.19
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.510
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.98%
1 Month  
+15.79%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.510
1M High / 1M Low: 0.530 0.240
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.524
Avg. volume 1W:   0.000
Avg. price 1M:   0.387
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   185.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -