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Soc. Generale Call 120 SQU 20.09..../  DE000SW1ZF53  /

EUWAX
2024-06-07  8:11:43 AM Chg.-0.010 Bid8:20:17 PM Ask8:20:17 PM Underlying Strike price Expiration date Option type
0.240EUR -4.00% 0.170
Bid Size: 10,000		 0.180
Ask Size: 10,000		 VINCI S.A. INH. EO... 120.00 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZF5
Issuer: Société Générale
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 120.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 43.73
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -0.63
Time value: 0.26
Break-even: 122.60
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 4.00%
Delta: 0.35
Theta: -0.02
Omega: 15.43
Rho: 0.11
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -14.29%
3 Months
  -57.14%
YTD
  -57.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.250
1M High / 1M Low: 0.470 0.230
6M High / 6M Low: 0.740 0.230
High (YTD): 2024-02-06 0.690
Low (YTD): 2024-05-30 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.278
Avg. volume 1W:   0.000
Avg. price 1M:   0.330
Avg. volume 1M:   0.000
Avg. price 6M:   0.480
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   249.90%
Volatility 6M:   179.61%
Volatility 1Y:   -
Volatility 3Y:   -