Soc. Generale Call 700 MUV2 17.12.../  DE000SW7HX65  /

EUWAX
14/05/2024  10:00:00 Chg.0.000 Bid13:48:37 Ask13:48:37 Underlying Strike price Expiration date Option type
0.210EUR 0.00% 0.200
Bid Size: 300,000
0.210
Ask Size: 300,000
MUENCH.RUECKVERS.VNA... 700.00 EUR 17/12/2027 Call
 

Master data

WKN: SW7HX6
Issuer: Société Générale
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 700.00 EUR
Maturity: 17/12/2027
Issue date: 11/03/2024
Last trading day: 16/12/2027
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 20.34
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -2.53
Time value: 0.22
Break-even: 722.00
Moneyness: 0.64
Premium: 0.61
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.26
Theta: -0.03
Omega: 5.30
Rho: 3.40
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.25%
1 Month  
+40.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.160
1M High / 1M Low: 0.210 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.192
Avg. volume 1W:   0.000
Avg. price 1M:   0.168
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.81%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -