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Soc. Generale Call 320 RHHVF 20.0.../  DE000SW13PG9  /

EUWAX
2024-06-24  10:08:29 AM Chg.+0.034 Bid8:35:12 PM Ask8:35:12 PM Underlying Strike price Expiration date Option type
0.061EUR +125.93% 0.031
Bid Size: 10,000		 0.110
Ask Size: 10,000		 Roche Holding Ltd 320.00 - 2024-09-20 Call
 

Master data

WKN: SW13PG
Issuer: Société Générale
Currency: EUR
Underlying: Roche Holding Ltd
Type: Warrant
Option type: Call
Strike price: 320.00 -
Maturity: 2024-09-20
Issue date: 2023-08-10
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 329.38
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.22
Parity: -5.65
Time value: 0.08
Break-even: 320.80
Moneyness: 0.82
Premium: 0.22
Premium p.a.: 1.26
Spread abs.: 0.01
Spread %: 14.29%
Delta: 0.06
Theta: -0.02
Omega: 20.65
Rho: 0.04
 

Quote data

Open: 0.061
High: 0.061
Low: 0.061
Previous Close: 0.027
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+90.63%
1 Month  
+238.89%
3 Months
  -19.74%
YTD
  -56.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.071 0.027
1M High / 1M Low: 0.074 0.016
6M High / 6M Low: 0.200 0.001
High (YTD): 2024-01-04 0.200
Low (YTD): 2024-05-06 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   0.085
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,830.65%
Volatility 6M:   2,941.85%
Volatility 1Y:   -
Volatility 3Y:   -