OverviewChartNewsTraderScreen

Soc. Generale Call 125 ANA 21.06..../  DE000SW32EL3  /

EUWAX
2024-06-04  9:01:24 AM Chg.-0.003 Bid11:22:11 AM Ask11:22:11 AM Underlying Strike price Expiration date Option type
0.052EUR -5.45% 0.038
Bid Size: 10,000		 -
Ask Size: -		 ACCIONA ACCIONA, S.A... 125.00 EUR 2024-06-21 Call
 

Master data

WKN: SW32EL
Issuer: Société Générale
Currency: EUR
Underlying: ACCIONA ACCIONA, S.A.
Type: Warrant
Option type: Call
Strike price: 125.00 EUR
Maturity: 2024-06-21
Issue date: 2023-09-27
Last trading day: 2024-06-21
Ratio: 20:1
Exercise type: European
Quanto: -
Gearing: 109.64
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.29
Parity: -0.22
Time value: 0.06
Break-even: 126.10
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 1.61
Spread abs.: 0.00
Spread %: -5.17%
Delta: 0.28
Theta: -0.07
Omega: 30.33
Rho: 0.02
 

Quote data

Open: 0.052
High: 0.052
Low: 0.052
Previous Close: 0.055
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.89%
1 Month  
+147.62%
3 Months
  -16.13%
YTD
  -93.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.062 0.011
1M High / 1M Low: 0.190 0.011
6M High / 6M Low: 0.890 0.007
High (YTD): 2024-01-02 0.720
Low (YTD): 2024-04-25 0.007
52W High: - -
52W Low: - -
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.079
Avg. volume 1M:   0.000
Avg. price 6M:   0.243
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,813.11%
Volatility 6M:   889.52%
Volatility 1Y:   -
Volatility 3Y:   -