Soc. Generale Call 70 BSN 20.09.2.../  DE000SW1ZL30  /

EUWAX
2024-06-11  8:12:22 AM Chg.-0.001 Bid5:32:12 PM Ask5:32:12 PM Underlying Strike price Expiration date Option type
0.011EUR -8.33% 0.013
Bid Size: 10,000
0.023
Ask Size: 10,000
DANONE S.A. EO -,25 70.00 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZL3
Issuer: Société Générale
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 282.57
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.13
Parity: -1.07
Time value: 0.02
Break-even: 70.21
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 0.84
Spread abs.: 0.01
Spread %: 90.91%
Delta: 0.08
Theta: 0.00
Omega: 21.96
Rho: 0.01
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.012
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -35.29%
3 Months
  -42.11%
YTD
  -67.65%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.012
1M High / 1M Low: 0.018 0.009
6M High / 6M Low: 0.075 0.007
High (YTD): 2024-01-29 0.075
Low (YTD): 2024-05-02 0.007
52W High: - -
52W Low: - -
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   0.034
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   251.58%
Volatility 6M:   250.10%
Volatility 1Y:   -
Volatility 3Y:   -