Soc. Generale Call 1000 DSV Panal.../  DE000SW7ZHN1  /

Frankfurt Zert./SG
2024-05-28  8:01:18 PM Chg.+0.020 Bid8:05:50 PM Ask8:05:50 PM Underlying Strike price Expiration date Option type
1.410EUR +1.44% 1.400
Bid Size: 2,200
1.500
Ask Size: 2,200
- 1,000.00 DKK 2024-09-20 Call
 

Master data

WKN: SW7ZHN
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,000.00 DKK
Maturity: 2024-09-20
Issue date: 2024-03-20
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.63
Leverage: Yes

Calculated values

Fair value: 1.24
Intrinsic value: 0.56
Implied volatility: 0.35
Historic volatility: 0.27
Parity: 0.56
Time value: 0.89
Break-even: 148.53
Moneyness: 1.04
Premium: 0.06
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 1.40%
Delta: 0.64
Theta: -0.05
Omega: 6.20
Rho: 0.24
 

Quote data

Open: 1.370
High: 1.490
Low: 1.370
Previous Close: 1.390
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.44%
1 Month
  -4.73%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.590 1.390
1M High / 1M Low: 1.610 1.060
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.450
Avg. volume 1W:   0.000
Avg. price 1M:   1.373
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -