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Soc. Generale Call 35 DSY 20.09.2.../  DE000SW2DEX5  /

EUWAX
2024-06-10  10:14:54 AM Chg.-0.060 Bid4:04:37 PM Ask4:04:37 PM Underlying Strike price Expiration date Option type
0.360EUR -14.29% 0.350
Bid Size: 80,000		 0.360
Ask Size: 80,000		 Dassault Systemes SE 35.00 EUR 2024-09-20 Call
 

Master data

WKN: SW2DEX
Issuer: Société Générale
Currency: EUR
Underlying: Dassault Systemes SE
Type: Warrant
Option type: Call
Strike price: 35.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-17
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.29
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.21
Implied volatility: 0.34
Historic volatility: 0.23
Parity: 0.21
Time value: 0.19
Break-even: 39.00
Moneyness: 1.06
Premium: 0.05
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.68
Theta: -0.01
Omega: 6.35
Rho: 0.06
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -25.00%
3 Months
  -58.62%
YTD
  -69.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.350
1M High / 1M Low: 0.580 0.350
6M High / 6M Low: 1.500 0.350
High (YTD): 2024-01-31 1.500
Low (YTD): 2024-06-04 0.350
52W High: - -
52W Low: - -
Avg. price 1W:   0.398
Avg. volume 1W:   0.000
Avg. price 1M:   0.452
Avg. volume 1M:   0.000
Avg. price 6M:   0.846
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.38%
Volatility 6M:   108.08%
Volatility 1Y:   -
Volatility 3Y:   -