Soc. Generale Call 850 EMSN 20.12.../  DE000SW982D6  /

EUWAX
2024-06-14  9:59:35 AM Chg.+0.039 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.083EUR +88.64% -
Bid Size: -
-
Ask Size: -
EMS-CHEMIE N 850.00 CHF 2024-12-20 Call
 

Master data

WKN: SW982D
Issuer: Société Générale
Currency: EUR
Underlying: EMS-CHEMIE N
Type: Warrant
Option type: Call
Strike price: 850.00 CHF
Maturity: 2024-12-20
Issue date: 2024-05-13
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 95.19
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.18
Parity: -1.31
Time value: 0.08
Break-even: 900.00
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 14.29%
Delta: 0.16
Theta: -0.08
Omega: 15.27
Rho: 0.59
 

Quote data

Open: 0.083
High: 0.083
Low: 0.083
Previous Close: 0.044
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.16%
1 Month
  -40.71%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.083 0.044
1M High / 1M Low: 0.150 0.044
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.066
Avg. volume 1W:   0.000
Avg. price 1M:   0.094
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   379.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -