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Soc. Generale Call 2.6 IDS 21.06..../  DE000SW2LNM2  /

EUWAX
24/05/2024  08:37:39 Chg.- Bid09:41:46 Ask09:41:46 Underlying Strike price Expiration date Option type
0.630EUR - 0.600
Bid Size: 5,000		 -
Ask Size: -		 International Distri... 2.60 GBP 21/06/2024 Call
 

Master data

WKN: SW2LNM
Issuer: Société Générale
Currency: EUR
Underlying: International Distributions Services PLC ORD 1P
Type: Warrant
Option type: Call
Strike price: 2.60 GBP
Maturity: 21/06/2024
Issue date: 23/08/2023
Last trading day: 20/06/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 4.72
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.49
Implied volatility: 1.35
Historic volatility: 0.47
Parity: 0.49
Time value: 0.26
Break-even: 3.80
Moneyness: 1.16
Premium: 0.07
Premium p.a.: 1.85
Spread abs.: 0.08
Spread %: 11.94%
Delta: 0.73
Theta: -0.01
Omega: 3.43
Rho: 0.00
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.820
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month  
+80.00%
3 Months  
+215.00%
YTD  
+43.18%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.630
1M High / 1M Low: 0.820 0.250
6M High / 6M Low: 0.820 0.025
High (YTD): 23/05/2024 0.820
Low (YTD): 17/04/2024 0.025
52W High: - -
52W Low: - -
Avg. price 1W:   0.722
Avg. volume 1W:   0.000
Avg. price 1M:   0.459
Avg. volume 1M:   0.000
Avg. price 6M:   0.301
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   724.22%
Volatility 6M:   1,679.83%
Volatility 1Y:   -
Volatility 3Y:   -