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Soc. Generale Call 44 UNVB 21.06..../  DE000SW26FJ6  /

EUWAX
20/05/2024  08:30:30 Chg.-0.020 Bid12:03:52 Ask12:03:52 Underlying Strike price Expiration date Option type
0.610EUR -3.17% 0.630
Bid Size: 30,000		 0.640
Ask Size: 30,000		 UNILEVER PLC LS-,0... 44.00 EUR 21/06/2024 Call
 

Master data

WKN: SW26FJ
Issuer: Société Générale
Currency: EUR
Underlying: UNILEVER PLC LS-,031111
Type: Warrant
Option type: Call
Strike price: 44.00 EUR
Maturity: 21/06/2024
Issue date: 07/09/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.60
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.61
Implied volatility: 0.38
Historic volatility: 0.17
Parity: 0.61
Time value: 0.05
Break-even: 50.60
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.54%
Delta: 0.89
Theta: -0.02
Omega: 6.77
Rho: 0.03
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.09%
1 Month  
+408.33%
3 Months  
+69.44%
YTD  
+221.05%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.530
1M High / 1M Low: 0.630 0.160
6M High / 6M Low: 0.630 0.120
High (YTD): 17/05/2024 0.630
Low (YTD): 19/04/2024 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.568
Avg. volume 1W:   0.000
Avg. price 1M:   0.432
Avg. volume 1M:   0.000
Avg. price 6M:   0.261
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   415.21%
Volatility 6M:   224.65%
Volatility 1Y:   -
Volatility 3Y:   -