Soc. Generale Call 55 NET 21.06.2.../  DE000SW2EPU5  /

EUWAX
13/06/2024  08:49:40 Chg.- Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
1.91EUR - -
Bid Size: -
-
Ask Size: -
Cloudflare Inc 55.00 - 21/06/2024 Call
 

Master data

WKN: SW2EPU
Issuer: Société Générale
Currency: EUR
Underlying: Cloudflare Inc
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 21/06/2024
Issue date: 17/08/2023
Last trading day: 14/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.08
Leverage: Yes

Calculated values

Fair value: 1.56
Intrinsic value: 1.56
Implied volatility: 2.13
Historic volatility: 0.49
Parity: 1.56
Time value: 0.17
Break-even: 72.30
Moneyness: 1.28
Premium: 0.02
Premium p.a.: 3.20
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.85
Theta: -0.37
Omega: 3.48
Rho: 0.01
 

Quote data

Open: 1.91
High: 1.91
Low: 1.91
Previous Close: 1.60
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+30.82%
1 Month  
+13.02%
3 Months
  -46.65%
YTD
  -36.96%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.91 1.39
1M High / 1M Low: 1.91 1.05
6M High / 6M Low: 5.16 1.05
High (YTD): 09/02/2024 5.16
Low (YTD): 04/06/2024 1.05
52W High: - -
52W Low: - -
Avg. price 1W:   1.60
Avg. volume 1W:   0.00
Avg. price 1M:   1.59
Avg. volume 1M:   0.00
Avg. price 6M:   2.96
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.18%
Volatility 6M:   170.41%
Volatility 1Y:   -
Volatility 3Y:   -