Soc. Generale Call 1000 DSV Panal.../  DE000SW7ZHP6  /

Frankfurt Zert./SG
2024-06-07  9:48:17 PM Chg.+0.030 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
2.350EUR +1.29% 2.350
Bid Size: 2,000
2.460
Ask Size: 2,000
- 1,000.00 DKK 2024-12-20 Call
 

Master data

WKN: SW7ZHP
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,000.00 DKK
Maturity: 2024-12-20
Issue date: 2024-03-20
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.11
Leverage: Yes

Calculated values

Fair value: 2.08
Intrinsic value: 1.31
Implied volatility: 0.37
Historic volatility: 0.28
Parity: 1.31
Time value: 1.10
Break-even: 158.15
Moneyness: 1.10
Premium: 0.07
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 0.84%
Delta: 0.71
Theta: -0.04
Omega: 4.34
Rho: 0.43
 

Quote data

Open: 2.490
High: 2.490
Low: 2.350
Previous Close: 2.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+25.67%
1 Month  
+34.29%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.350 1.790
1M High / 1M Low: 2.350 1.580
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.056
Avg. volume 1W:   0.000
Avg. price 1M:   1.903
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -