Soc. Generale Call 650 MUV2 19.06.../  DE000SW7HX40  /

EUWAX
6/25/2024  10:09:22 AM Chg.0.000 Bid1:02:13 PM Ask1:02:13 PM Underlying Strike price Expiration date Option type
0.120EUR 0.00% 0.130
Bid Size: 250,000
0.140
Ask Size: 250,000
MUENCH.RUECKVERS.VNA... 650.00 EUR 6/19/2026 Call
 

Master data

WKN: SW7HX4
Issuer: Société Générale
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 650.00 EUR
Maturity: 6/19/2026
Issue date: 3/11/2024
Last trading day: 6/18/2026
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 33.36
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -1.83
Time value: 0.14
Break-even: 664.00
Moneyness: 0.72
Premium: 0.42
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.21
Theta: -0.03
Omega: 7.16
Rho: 1.71
 

Quote data

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

Performance

1 Week     0.00%
1 Month  
+9.09%
3 Months  
+46.34%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.120
1M High / 1M Low: 0.130 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.121
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -