Soc. Generale Call 600 MUV2 19.12.../  DE000SW7WZ64  /

EUWAX
2024-06-20  1:11:45 PM Chg.+0.010 Bid5:30:07 PM Ask5:30:07 PM Underlying Strike price Expiration date Option type
0.120EUR +9.09% 0.120
Bid Size: 70,000
0.130
Ask Size: 70,000
MUENCH.RUECKVERS.VNA... 600.00 EUR 2025-12-19 Call
 

Master data

WKN: SW7WZ6
Issuer: Société Générale
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 600.00 EUR
Maturity: 2025-12-19
Issue date: 2024-03-19
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 38.41
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.17
Parity: -1.39
Time value: 0.12
Break-even: 612.00
Moneyness: 0.77
Premium: 0.33
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.22
Theta: -0.04
Omega: 8.35
Rho: 1.32
 

Quote data

Open: 0.110
High: 0.120
Low: 0.110
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+9.09%
3 Months  
+22.45%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.110
1M High / 1M Low: 0.130 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.114
Avg. volume 1W:   0.000
Avg. price 1M:   0.117
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   95.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -