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Soc. Generale Call 1000 REGN 20.1.../  DE000SW220N0  /

EUWAX
2024-05-29  9:57:53 AM Chg.-0.040 Bid12:13:13 PM Ask12:13:13 PM Underlying Strike price Expiration date Option type
0.630EUR -5.97% 0.640
Bid Size: 10,000		 0.730
Ask Size: 10,000		 Regeneron Pharmaceut... 1,000.00 USD 2024-12-20 Call
 

Master data

WKN: SW220N
Issuer: Société Générale
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 1,000.00 USD
Maturity: 2024-12-20
Issue date: 2023-09-04
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 12.63
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -0.25
Time value: 0.71
Break-even: 992.56
Moneyness: 0.97
Premium: 0.11
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 2.90%
Delta: 0.53
Theta: -0.22
Omega: 6.69
Rho: 2.27
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.670
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.11%
1 Month  
+53.66%
3 Months
  -40.00%
YTD  
+1.61%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.670
1M High / 1M Low: 0.780 0.410
6M High / 6M Low: 1.070 0.390
High (YTD): 2024-02-28 1.070
Low (YTD): 2024-04-29 0.410
52W High: - -
52W Low: - -
Avg. price 1W:   0.716
Avg. volume 1W:   0.000
Avg. price 1M:   0.670
Avg. volume 1M:   0.000
Avg. price 6M:   0.735
Avg. volume 6M:   51.613
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.67%
Volatility 6M:   104.22%
Volatility 1Y:   -
Volatility 3Y:   -