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Soc. Generale Call 2600 OMXS30 20.../  DE000SW2T9T8  /

EUWAX
2024-05-31  9:57:50 AM Chg.+0.030 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.860EUR +3.61% -
Bid Size: -		 -
Ask Size: -		 OMX Stockholm 30 Ind... 2,600.00 SEK 2024-09-20 Call
 

Master data

WKN: SW2T9T
Issuer: Société Générale
Currency: EUR
Underlying: OMX Stockholm 30 Index
Type: Warrant
Option type: Call
Strike price: 2,600.00 SEK
Maturity: 2024-09-20
Issue date: 2023-08-29
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 21.71
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.04
Implied volatility: 0.18
Historic volatility: 0.01
Parity: 0.04
Time value: 1.01
Break-even: 238.13
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 0.96%
Delta: 0.57
Theta: -0.05
Omega: 12.41
Rho: 0.36
 

Quote data

Open: 0.860
High: 0.860
Low: 0.860
Previous Close: 0.830
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.00%
1 Month  
+16.22%
3 Months  
+75.51%
YTD  
+59.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.080 0.830
1M High / 1M Low: 1.160 0.690
6M High / 6M Low: 1.160 0.260
High (YTD): 2024-05-23 1.160
Low (YTD): 2024-01-19 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.950
Avg. volume 1W:   0.000
Avg. price 1M:   0.973
Avg. volume 1M:   0.000
Avg. price 6M:   0.581
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.47%
Volatility 6M:   135.62%
Volatility 1Y:   -
Volatility 3Y:   -