Soc. Generale Call 1200 DSV Panal.../  DE000SW7P8C5  /

Frankfurt Zert./SG
2024-05-31  9:41:29 PM Chg.+0.100 Bid2024-05-31 Ask2024-05-31 Underlying Strike price Expiration date Option type
0.360EUR +38.46% 0.360
Bid Size: 8,400
0.400
Ask Size: 8,400
- 1,200.00 DKK 2024-09-20 Call
 

Master data

WKN: SW7P8C
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,200.00 DKK
Maturity: 2024-09-20
Issue date: 2024-03-14
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 48.86
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -2.41
Time value: 0.28
Break-even: 163.69
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 0.79
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.22
Theta: -0.03
Omega: 10.78
Rho: 0.08
 

Quote data

Open: 0.250
High: 0.370
Low: 0.250
Previous Close: 0.260
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month  
+9.09%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.260
1M High / 1M Low: 0.440 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.324
Avg. volume 1W:   0.000
Avg. price 1M:   0.344
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   186.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -