Soc. Generale Call 5.75 CABK 20.1.../  DE000SW75179  /

EUWAX
10/31/2024  9:34:36 AM Chg.-0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.160EUR -5.88% -
Bid Size: -
-
Ask Size: -
CAIXABANK 5.75 EUR 12/20/2024 Call
 

Master data

WKN: SW7517
Issuer: Société Générale
Currency: EUR
Underlying: CAIXABANK
Type: Warrant
Option type: Call
Strike price: 5.75 EUR
Maturity: 12/20/2024
Issue date: 3/25/2024
Last trading day: 12/20/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 30.67
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.25
Parity: -0.23
Time value: 0.18
Break-even: 5.93
Moneyness: 0.96
Premium: 0.07
Premium p.a.: 0.69
Spread abs.: 0.02
Spread %: 12.50%
Delta: 0.40
Theta: 0.00
Omega: 12.40
Rho: 0.00
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -27.27%
3 Months
  -38.46%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.150
1M High / 1M Low: 0.220 0.140
6M High / 6M Low: 0.390 0.130
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.177
Avg. volume 1M:   0.000
Avg. price 6M:   0.245
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.98%
Volatility 6M:   159.36%
Volatility 1Y:   -
Volatility 3Y:   -