Soc. Generale Call 30 POST 21.06..../  DE000SW2STZ6  /

EUWAX
5/30/2024  9:54:58 AM Chg.+0.001 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.083EUR +1.22% -
Bid Size: -
-
Ask Size: -
OESTERREICH. POST AG 30.00 EUR 6/21/2024 Call
 

Master data

WKN: SW2STZ
Issuer: Société Générale
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 30.00 EUR
Maturity: 6/21/2024
Issue date: 8/28/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 35.11
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.06
Implied volatility: 0.17
Historic volatility: 0.15
Parity: 0.06
Time value: 0.03
Break-even: 30.87
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 20.83%
Delta: 0.70
Theta: -0.01
Omega: 24.44
Rho: 0.01
 

Quote data

Open: 0.083
High: 0.083
Low: 0.083
Previous Close: 0.082
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.55%
1 Month
  -17.00%
3 Months
  -30.83%
YTD
  -72.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.082
1M High / 1M Low: 0.260 0.065
6M High / 6M Low: 0.380 0.065
High (YTD): 1/9/2024 0.330
Low (YTD): 5/7/2024 0.065
52W High: - -
52W Low: - -
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.153
Avg. volume 1M:   0.000
Avg. price 6M:   0.195
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   472.97%
Volatility 6M:   228.59%
Volatility 1Y:   -
Volatility 3Y:   -