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

EUWAX
2024-05-30  8:12:13 AM Chg.0.000 Bid11:18:22 AM Ask11:18:22 AM Underlying Strike price Expiration date Option type
0.290EUR 0.00% 0.310
Bid Size: 80,000		 0.320
Ask Size: 80,000		 Cie Generale des Eta... 35.00 EUR 2024-09-20 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: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.51
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.18
Implied volatility: 0.24
Historic volatility: 0.17
Parity: 0.18
Time value: 0.14
Break-even: 38.20
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.71
Theta: -0.01
Omega: 8.14
Rho: 0.07
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.41%
1 Month  
+20.83%
3 Months  
+45.00%
YTD  
+107.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.250
1M High / 1M Low: 0.300 0.210
6M High / 6M Low: 0.300 0.075
High (YTD): 2024-05-10 0.300
Low (YTD): 2024-02-07 0.075
52W High: - -
52W Low: - -
Avg. price 1W:   0.272
Avg. volume 1W:   0.000
Avg. price 1M:   0.263
Avg. volume 1M:   0.000
Avg. price 6M:   0.170
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.73%
Volatility 6M:   179.39%
Volatility 1Y:   -
Volatility 3Y:   -