Soc. Generale Call 1000 DSV Panal.../  DE000SW7ZHQ4  /

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
2.09EUR -3.69% -
Bid Size: -
-
Ask Size: -
- 1,000.00 DKK 2025-03-21 Call
 

Master data

WKN: SW7ZHQ
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,000.00 DKK
Maturity: 2025-03-21
Issue date: 2024-03-20
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.46
Leverage: Yes

Calculated values

Fair value: 1.87
Intrinsic value: 0.56
Implied volatility: 0.34
Historic volatility: 0.27
Parity: 0.56
Time value: 1.60
Break-even: 155.63
Moneyness: 1.04
Premium: 0.11
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 0.93%
Delta: 0.65
Theta: -0.03
Omega: 4.21
Rho: 0.56
 

Quote data

Open: 2.09
High: 2.09
Low: 2.09
Previous Close: 2.17
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.24%
1 Month
  -5.86%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.32 2.09
1M High / 1M Low: 2.39 1.76
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.21
Avg. volume 1W:   0.00
Avg. price 1M:   2.12
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -