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

EUWAX
2024-05-14  8:42:44 AM Chg.+0.020 Bid3:49:45 PM Ask3:49:45 PM Underlying Strike price Expiration date Option type
0.360EUR +5.88% 0.420
Bid Size: 35,000
0.430
Ask Size: 35,000
- 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: 35.22
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.28
Parity: -2.35
Time value: 0.39
Break-even: 164.74
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 0.67
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.26
Theta: -0.04
Omega: 9.24
Rho: 0.11
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.14%
1 Month
  -64.71%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.290
1M High / 1M Low: 1.010 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.510
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   226.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -