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

EUWAX
2024-05-28  8:47:18 AM Chg.-0.08 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.37EUR -5.52% -
Bid Size: -
-
Ask Size: -
- 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: 1.37
High: 1.37
Low: 1.37
Previous Close: 1.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.04%
1 Month  
+15.13%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.57 1.39
1M High / 1M Low: 1.60 1.05
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.50
Avg. volume 1W:   0.00
Avg. price 1M:   1.37
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -