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Soc. Generale Call 2600 OMXS30 20.../  DE000SW2T9T8  /

EUWAX
21/06/2024  09:50:38 Chg.- Bid08:31:01 Ask08:31:01 Underlying Strike price Expiration date Option type
0.730EUR - 0.720
Bid Size: 15,000		 0.740
Ask Size: 15,000		 OMX Stockholm 30 Ind... 2,600.00 SEK 20/09/2024 Call
 

Master data

WKN: SW2T9T
Issuer: Société Générale
Currency: EUR
Underlying: OMX Stockholm 30 Index
Type: Warrant
Option type: Call
Strike price: 2,600.00 SEK
Maturity: 20/09/2024
Issue date: 29/08/2023
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 31.81
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.01
Parity: -0.23
Time value: 0.72
Break-even: 238.55
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.41%
Delta: 0.51
Theta: -0.05
Omega: 16.21
Rho: 0.27
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.67%
1 Month
  -27.00%
3 Months
  -6.41%
YTD  
+35.19%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.720
1M High / 1M Low: 1.080 0.720
6M High / 6M Low: 1.160 0.260
High (YTD): 23/05/2024 1.160
Low (YTD): 19/01/2024 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.734
Avg. volume 1W:   0.000
Avg. price 1M:   0.907
Avg. volume 1M:   0.000
Avg. price 6M:   0.638
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.52%
Volatility 6M:   141.02%
Volatility 1Y:   -
Volatility 3Y:   -