Soc. Generale Call 9.5 BOY 20.12..../  DE000SW39U60  /

EUWAX
2024-06-13  1:43:46 PM Chg.-0.130 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.700EUR -15.66% -
Bid Size: -
-
Ask Size: -
BCO BIL.VIZ.ARG.NOM.... 9.50 EUR 2024-12-20 Call
 

Master data

WKN: SW39U6
Issuer: Société Générale
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 9.50 EUR
Maturity: 2024-12-20
Issue date: 2023-10-03
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 12.29
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -0.16
Time value: 0.76
Break-even: 10.26
Moneyness: 0.98
Premium: 0.10
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 1.33%
Delta: 0.54
Theta: 0.00
Omega: 6.70
Rho: 0.02
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.830
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month
  -33.33%
3 Months
  -46.15%
YTD  
+84.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.700
1M High / 1M Low: 1.340 0.700
6M High / 6M Low: 2.010 0.280
High (YTD): 2024-04-29 2.010
Low (YTD): 2024-01-29 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   0.892
Avg. volume 1W:   0.000
Avg. price 1M:   1.074
Avg. volume 1M:   0.000
Avg. price 6M:   0.979
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.09%
Volatility 6M:   159.48%
Volatility 1Y:   -
Volatility 3Y:   -