Soc. Generale Call 1300 DSV Panal.../  DE000SW7ZHT8  /

EUWAX
2024-05-31  1:56:34 PM Chg.+0.070 Bid1:56:54 PM Ask1:56:54 PM Underlying Strike price Expiration date Option type
0.620EUR +12.73% 0.630
Bid Size: 35,000
0.650
Ask Size: 35,000
- 1,300.00 DKK 2025-03-21 Call
 

Master data

WKN: SW7ZHT
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,300.00 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: 24.87
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.27
Parity: -3.75
Time value: 0.55
Break-even: 179.80
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 0.40
Spread abs.: 0.02
Spread %: 3.77%
Delta: 0.27
Theta: -0.02
Omega: 6.69
Rho: 0.25
 

Quote data

Open: 0.510
High: 0.620
Low: 0.510
Previous Close: 0.550
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.89%
1 Month
  -11.43%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.550
1M High / 1M Low: 0.780 0.550
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.642
Avg. volume 1W:   0.000
Avg. price 1M:   0.674
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -