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Soc. Generale Call 35 ML 20.09.20.../  DE000SW1ZSU6  /

EUWAX
28/05/2024  08:12:36 Chg.-0.030 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.250EUR -10.71% -
Bid Size: -		 -
Ask Size: -		 Cie Generale des Eta... 35.00 EUR 20/09/2024 Call
 

Master data

WKN: SW1ZSU
Issuer: Société Générale
Currency: EUR
Underlying: Cie Generale des Etablissements Michelin SA
Type: Warrant
Option type: Call
Strike price: 35.00 EUR
Maturity: 20/09/2024
Issue date: 08/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.94
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.12
Implied volatility: 0.24
Historic volatility: 0.17
Parity: 0.12
Time value: 0.16
Break-even: 37.80
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.66
Theta: -0.01
Omega: 8.57
Rho: 0.07
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.41%
1 Month  
+8.70%
3 Months  
+38.89%
YTD  
+78.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.260
1M High / 1M Low: 0.300 0.210
6M High / 6M Low: 0.300 0.075
High (YTD): 10/05/2024 0.300
Low (YTD): 07/02/2024 0.075
52W High: - -
52W Low: - -
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   0.260
Avg. volume 1M:   0.000
Avg. price 6M:   0.167
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.91%
Volatility 6M:   182.14%
Volatility 1Y:   -
Volatility 3Y:   -