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Soc. Generale Call 4.5 DEZ 20.12..../  DE000SW2Z7C0  /

EUWAX
9/20/2024  6:18:11 PM Chg.-0.120 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.420EUR -22.22% -
Bid Size: -		 -
Ask Size: -		 DEUTZ AG O.N. 4.50 EUR 12/20/2024 Call
 

Master data

WKN: SW2Z7C
Issuer: Société Générale
Currency: EUR
Underlying: DEUTZ AG O.N.
Type: Warrant
Option type: Call
Strike price: 4.50 EUR
Maturity: 12/20/2024
Issue date: 9/1/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.73
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.40
Parity: -0.03
Time value: 0.46
Break-even: 4.96
Moneyness: 0.99
Premium: 0.11
Premium p.a.: 0.52
Spread abs.: 0.02
Spread %: 4.55%
Delta: 0.55
Theta: 0.00
Omega: 5.40
Rho: 0.00
 

Quote data

Open: 0.470
High: 0.470
Low: 0.420
Previous Close: 0.540
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month
  -31.15%
3 Months
  -52.27%
YTD
  -52.81%
1 Year
  -39.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.420
1M High / 1M Low: 0.610 0.390
6M High / 6M Low: 1.980 0.390
High (YTD): 4/11/2024 1.980
Low (YTD): 9/10/2024 0.390
52W High: 4/11/2024 1.980
52W Low: 9/10/2024 0.390
Avg. price 1W:   0.472
Avg. volume 1W:   720
Avg. price 1M:   0.503
Avg. volume 1M:   156.522
Avg. price 6M:   1.146
Avg. volume 6M:   27.907
Avg. price 1Y:   1.050
Avg. volume 1Y:   17.188
Volatility 1M:   138.20%
Volatility 6M:   177.59%
Volatility 1Y:   153.75%
Volatility 3Y:   -