Soc. Generale Call 7.5 BKT 20.12..../  DE000SW7DLQ3  /

EUWAX
2024-06-14  10:09:51 AM Chg.-0.140 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.630EUR -18.18% -
Bid Size: -
-
Ask Size: -
BANKINTER BANKINTER,... 7.50 EUR 2024-12-20 Call
 

Master data

WKN: SW7DLQ
Issuer: Société Générale
Currency: EUR
Underlying: BANKINTER BANKINTER, S.A.
Type: Warrant
Option type: Call
Strike price: 7.50 EUR
Maturity: 2024-12-20
Issue date: 2024-03-07
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 10.64
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.05
Implied volatility: 0.29
Historic volatility: 0.23
Parity: 0.05
Time value: 0.66
Break-even: 8.21
Moneyness: 1.01
Premium: 0.09
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.43%
Delta: 0.59
Theta: 0.00
Omega: 6.27
Rho: 0.02
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.770
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.74%
1 Month
  -11.27%
3 Months  
+142.31%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.630
1M High / 1M Low: 1.040 0.630
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.778
Avg. volume 1W:   0.000
Avg. price 1M:   0.818
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   169.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -