Soc. Generale Call 58 IXD1 20.12..../  DE000SW8GPY9  /

EUWAX
6/19/2024  1:06:16 PM Chg.-0.005 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.062EUR -7.46% -
Bid Size: -
-
Ask Size: -
INDITEX INH. EO... 58.00 EUR 12/20/2024 Call
 

Master data

WKN: SW8GPY
Issuer: Société Générale
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 58.00 EUR
Maturity: 12/20/2024
Issue date: 4/3/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 59.32
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.20
Parity: -1.11
Time value: 0.08
Break-even: 58.79
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.57
Spread abs.: 0.01
Spread %: 14.49%
Delta: 0.18
Theta: -0.01
Omega: 10.54
Rho: 0.04
 

Quote data

Open: 0.066
High: 0.066
Low: 0.062
Previous Close: 0.067
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.23%
1 Month  
+63.16%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.067 0.052
1M High / 1M Low: 0.067 0.035
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.060
Avg. volume 1W:   0.000
Avg. price 1M:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   284.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -