Soc. Generale Call 220 Vestas Win.../  DE000SW7ZJ38  /

EUWAX
2024-09-20  8:48:33 AM Chg.-0.070 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.770EUR -8.33% -
Bid Size: -
-
Ask Size: -
- 220.00 DKK 2025-03-21 Call
 

Master data

WKN: SW7ZJ3
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 220.00 DKK
Maturity: 2025-03-21
Issue date: 2024-03-20
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 28.67
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.39
Parity: -8.00
Time value: 0.75
Break-even: 30.25
Moneyness: 0.73
Premium: 0.41
Premium p.a.: 0.99
Spread abs.: 0.01
Spread %: 1.35%
Delta: 0.22
Theta: -0.01
Omega: 6.30
Rho: 0.02
 

Quote data

Open: 0.770
High: 0.770
Low: 0.770
Previous Close: 0.840
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.28%
1 Month  
+24.19%
3 Months
  -60.91%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.690
1M High / 1M Low: 0.840 0.470
6M High / 6M Low: 3.880 0.470
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.778
Avg. volume 1W:   0.000
Avg. price 1M:   0.633
Avg. volume 1M:   0.000
Avg. price 6M:   1.794
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   203.58%
Volatility 6M:   146.37%
Volatility 1Y:   -
Volatility 3Y:   -