Soc. Generale Call 1000 DSV Panal.../  DE000SW7ZHM3  /

Frankfurt Zert./SG
2024-06-07  9:40:22 PM Chg.-0.010 Bid9:58:52 PM Ask9:58:52 PM Underlying Strike price Expiration date Option type
1.370EUR -0.72% 1.360
Bid Size: 2,300
1.570
Ask Size: 2,300
- 1,000.00 DKK 2024-06-21 Call
 

Master data

WKN: SW7ZHM
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,000.00 DKK
Maturity: 2024-06-21
Issue date: 2024-03-20
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.94
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 1.31
Implied volatility: 0.56
Historic volatility: 0.28
Parity: 1.31
Time value: 0.17
Break-even: 148.85
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.38
Spread abs.: 0.03
Spread %: 2.07%
Delta: 0.83
Theta: -0.16
Omega: 8.23
Rho: 0.04
 

Quote data

Open: 1.480
High: 1.560
Low: 1.360
Previous Close: 1.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+69.14%
1 Month  
+80.26%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.380 0.720
1M High / 1M Low: 1.380 0.520
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.874
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   307.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -