Soc. Generale Call 250 CRM 18.09..../  DE000SW9CZM0  /

EUWAX
17/05/2024  10:14:32 Chg.- Bid08:16:20 Ask08:16:20 Underlying Strike price Expiration date Option type
8.46EUR - 8.52
Bid Size: 2,000
8.61
Ask Size: 2,000
Salesforce Inc 250.00 USD 18/09/2026 Call
 

Master data

WKN: SW9CZM
Issuer: Société Générale
Currency: EUR
Underlying: Salesforce Inc
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 18/09/2026
Issue date: 22/04/2024
Last trading day: 17/09/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.07
Leverage: Yes

Calculated values

Fair value: 6.69
Intrinsic value: 3.28
Implied volatility: 0.39
Historic volatility: 0.24
Parity: 3.28
Time value: 5.29
Break-even: 315.72
Moneyness: 1.14
Premium: 0.20
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 0.35%
Delta: 0.75
Theta: -0.04
Omega: 2.30
Rho: 2.60
 

Quote data

Open: 8.46
High: 8.46
Low: 8.46
Previous Close: 8.73
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.62%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.73 7.91
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   8.22
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -