Soc. Generale Call 22 SZG 20.09.2.../  DE000SW7C8D8  /

EUWAX
2024-06-14  6:18:16 PM Chg.-0.017 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.070EUR -19.54% -
Bid Size: -
-
Ask Size: -
SALZGITTER AG O.N. 22.00 EUR 2024-09-20 Call
 

Master data

WKN: SW7C8D
Issuer: Société Générale
Currency: EUR
Underlying: SALZGITTER AG O.N.
Type: Warrant
Option type: Call
Strike price: 22.00 EUR
Maturity: 2024-09-20
Issue date: 2024-03-07
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.18
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.35
Parity: -0.24
Time value: 0.10
Break-even: 22.97
Moneyness: 0.89
Premium: 0.17
Premium p.a.: 0.82
Spread abs.: 0.01
Spread %: 11.49%
Delta: 0.36
Theta: -0.01
Omega: 7.27
Rho: 0.02
 

Quote data

Open: 0.080
High: 0.088
Low: 0.067
Previous Close: 0.087
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -68.18%
3 Months
  -81.08%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.070
1M High / 1M Low: 0.300 0.070
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.105
Avg. volume 1W:   0.000
Avg. price 1M:   0.207
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   246.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -