Soc. Generale Call 6600 SX5E 20.0.../  DE000SW9A7Z3  /

EUWAX
2024-06-21  3:20:55 PM Chg.-0.030 Bid3:49:46 PM Ask3:49:46 PM Underlying Strike price Expiration date Option type
0.330EUR -8.33% 0.330
Bid Size: 150,000
-
Ask Size: -
DJ EURO STOXX 50 EUR... 6,600.00 EUR 2026-03-20 Call
 

Master data

WKN: SW9A7Z
Issuer: Société Générale
Currency: EUR
Underlying: DJ EURO STOXX 50 EUR Price
Type: Warrant
Option type: Call
Strike price: 6,600.00 EUR
Maturity: 2026-03-20
Issue date: 2024-04-22
Last trading day: 2026-03-19
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 137.17
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.13
Parity: -16.62
Time value: 0.36
Break-even: 6,636.00
Moneyness: 0.75
Premium: 0.34
Premium p.a.: 0.18
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.10
Theta: -0.16
Omega: 13.62
Rho: 7.93
 

Quote data

Open: 0.330
High: 0.330
Low: 0.320
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.13%
1 Month
  -31.25%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.310
1M High / 1M Low: 0.480 0.310
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.332
Avg. volume 1W:   0.000
Avg. price 1M:   0.393
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   152.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -