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Soc. Generale Call 4.4 DEZ 20.09..../  DE000SW2Z642  /

EUWAX
19/09/2024  17:18:24 Chg.- Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.280EUR - -
Bid Size: -		 -
Ask Size: -		 DEUTZ AG O.N. 4.40 EUR 20/09/2024 Call
 

Master data

WKN: SW2Z64
Issuer: Société Générale
Currency: EUR
Underlying: DEUTZ AG O.N.
Type: Warrant
Option type: Call
Strike price: 4.40 EUR
Maturity: 20/09/2024
Issue date: 01/09/2023
Last trading day: 19/09/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 18.37
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.19
Implied volatility: 1.41
Historic volatility: 0.40
Parity: 0.19
Time value: 0.06
Break-even: 4.65
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 96.64
Spread abs.: 0.04
Spread %: 19.05%
Delta: 0.73
Theta: -0.06
Omega: 13.44
Rho: 0.00
 

Quote data

Open: 0.240
High: 0.310
Low: 0.240
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+47.37%
1 Month
  -26.32%
3 Months
  -66.27%
YTD
  -66.67%
1 Year
  -54.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.150
1M High / 1M Low: 0.410 0.120
6M High / 6M Low: 1.930 0.120
High (YTD): 11/04/2024 1.930
Low (YTD): 12/09/2024 0.120
52W High: 11/04/2024 1.930
52W Low: 12/09/2024 0.120
Avg. price 1W:   0.206
Avg. volume 1W:   0.000
Avg. price 1M:   0.270
Avg. volume 1M:   0.000
Avg. price 6M:   1.031
Avg. volume 6M:   0.000
Avg. price 1Y:   0.953
Avg. volume 1Y:   0.000
Volatility 1M:   360.21%
Volatility 6M:   248.02%
Volatility 1Y:   202.27%
Volatility 3Y:   -