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Soc. Generale Call 38 CMCSA 20.09.../  DE000SW32Y30  /

EUWAX
2024-06-20  9:31:29 AM Chg.0.000 Bid12:04:00 PM Ask12:04:00 PM Underlying Strike price Expiration date Option type
0.130EUR 0.00% 0.140
Bid Size: 15,000		 0.160
Ask Size: 15,000		 Comcast Corporation 38.00 USD 2024-09-20 Call
 

Master data

WKN: SW32Y3
Issuer: Société Générale
Currency: EUR
Underlying: Comcast Corporation
Type: Warrant
Option type: Call
Strike price: 38.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-28
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.53
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.20
Parity: -0.10
Time value: 0.14
Break-even: 36.76
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.46
Theta: -0.01
Omega: 11.29
Rho: 0.04
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month
  -51.85%
3 Months
  -77.59%
YTD
  -82.19%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.130
1M High / 1M Low: 0.300 0.130
6M High / 6M Low: 0.930 0.130
High (YTD): 2024-02-01 0.930
Low (YTD): 2024-06-19 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.227
Avg. volume 1M:   0.000
Avg. price 6M:   0.487
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   179.38%
Volatility 6M:   138.31%
Volatility 1Y:   -
Volatility 3Y:   -