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Soc. Generale Call 9.5 BOY 21.06..../  DE000SW39U37  /

EUWAX
2024-06-07  8:19:56 AM Chg.+0.120 Bid1:15:28 PM Ask1:15:28 PM Underlying Strike price Expiration date Option type
0.390EUR +44.44% 0.400
Bid Size: 25,000		 0.410
Ask Size: 25,000		 BCO BIL.VIZ.ARG.NOM.... 9.50 EUR 2024-06-21 Call
 

Master data

WKN: SW39U3
Issuer: Société Générale
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 9.50 EUR
Maturity: 2024-06-21
Issue date: 2023-10-03
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 22.79
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.30
Implied volatility: 0.32
Historic volatility: 0.24
Parity: 0.30
Time value: 0.13
Break-even: 9.93
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 2.38%
Delta: 0.71
Theta: -0.01
Omega: 16.09
Rho: 0.00
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.07%
1 Month
  -51.85%
3 Months
  -31.58%
YTD  
+160.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.240
1M High / 1M Low: 1.010 0.240
6M High / 6M Low: 1.620 0.084
High (YTD): 2024-04-29 1.620
Low (YTD): 2024-01-29 0.084
52W High: - -
52W Low: - -
Avg. price 1W:   0.420
Avg. volume 1W:   0.000
Avg. price 1M:   0.613
Avg. volume 1M:   0.000
Avg. price 6M:   0.585
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   358.28%
Volatility 6M:   276.22%
Volatility 1Y:   -
Volatility 3Y:   -