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

Frankfurt Zert./SG
2024-05-14  9:47:58 PM Chg.+0.070 Bid2024-05-14 Ask2024-05-14 Underlying Strike price Expiration date Option type
1.480EUR +4.96% 1.480
Bid Size: 2,100
1.580
Ask Size: 2,100
- 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: 9.34
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 0.33
Implied volatility: 0.37
Historic volatility: 0.28
Parity: 0.33
Time value: 1.14
Break-even: 148.73
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 0.25
Spread abs.: 0.02
Spread %: 1.38%
Delta: 0.61
Theta: -0.05
Omega: 5.71
Rho: 0.24
 

Quote data

Open: 1.390
High: 1.670
Low: 1.390
Previous Close: 1.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+17.46%
1 Month
  -40.80%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.410 1.260
1M High / 1M Low: 2.460 1.060
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.320
Avg. volume 1W:   0.000
Avg. price 1M:   1.574
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -