Soc. Generale Call 1100 DSV Panal.../  DE000SW7ZHR2  /

EUWAX
2024-05-30  8:48:08 AM Chg.-0.17 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.28EUR -11.72% -
Bid Size: -
-
Ask Size: -
- 1,100.00 DKK 2025-03-21 Call
 

Master data

WKN: SW7ZHR
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,100.00 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: 10.09
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.27
Parity: -1.13
Time value: 1.35
Break-even: 160.96
Moneyness: 0.92
Premium: 0.18
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 1.50%
Delta: 0.49
Theta: -0.03
Omega: 4.99
Rho: 0.44
 

Quote data

Open: 1.28
High: 1.28
Low: 1.28
Previous Close: 1.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.50%
1 Month
  -11.72%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.61 1.42
1M High / 1M Low: 1.67 1.21
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.51
Avg. volume 1W:   0.00
Avg. price 1M:   1.46
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -