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Soc. Generale Call 2.5 IDS 21.06..../  DE000SW13RG5  /

EUWAX
2024-05-27  10:09:02 AM Chg.-0.020 Bid12:02:50 PM Ask12:02:45 PM Underlying Strike price Expiration date Option type
0.680EUR -2.86% 0.680
Bid Size: 4,500		 -
Ask Size: -		 International Distri... 2.50 GBP 2024-06-21 Call
 

Master data

WKN: SW13RG
Issuer: Société Générale
Currency: EUR
Underlying: International Distributions Services PLC ORD 1P
Type: Warrant
Option type: Call
Strike price: 2.50 GBP
Maturity: 2024-06-21
Issue date: 2023-08-10
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 4.72
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.60
Implied volatility: 1.09
Historic volatility: 0.47
Parity: 0.60
Time value: 0.15
Break-even: 3.69
Moneyness: 1.21
Premium: 0.04
Premium p.a.: 0.80
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.79
Theta: -0.01
Omega: 3.73
Rho: 0.00
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.11%
1 Month  
+61.90%
3 Months  
+126.67%
YTD  
+30.77%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.700
1M High / 1M Low: 0.920 0.320
6M High / 6M Low: 0.920 0.042
High (YTD): 2024-05-23 0.920
Low (YTD): 2024-04-17 0.042
52W High: - -
52W Low: - -
Avg. price 1W:   0.782
Avg. volume 1W:   0.000
Avg. price 1M:   0.535
Avg. volume 1M:   0.000
Avg. price 6M:   0.367
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   610.95%
Volatility 6M:   1,192.85%
Volatility 1Y:   -
Volatility 3Y:   -