Soc. Generale Call 70 NDA 21.03.2.../  DE000SW8GKC6  /

EUWAX
2024-09-25  6:09:18 PM Chg.+0.020 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.410EUR +5.13% -
Bid Size: -
-
Ask Size: -
AURUBIS AG 70.00 EUR 2025-03-21 Call
 

Master data

WKN: SW8GKC
Issuer: Société Générale
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 2025-03-21
Issue date: 2024-04-03
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.81
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.34
Parity: -0.78
Time value: 0.42
Break-even: 74.20
Moneyness: 0.89
Premium: 0.19
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 2.44%
Delta: 0.40
Theta: -0.02
Omega: 5.99
Rho: 0.10
 

Quote data

Open: 0.380
High: 0.420
Low: 0.360
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.75%
1 Month
  -40.58%
3 Months
  -72.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.390
1M High / 1M Low: 0.890 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.650
Avg. volume 1W:   0.000
Avg. price 1M:   0.648
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -