Soc. Generale Call 1400 DSV Panal.../  DE000SW8J2F8  /

EUWAX
2024-06-07  10:14:40 AM Chg.+0.140 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.370EUR +60.87% -
Bid Size: -
-
Ask Size: -
- 1,400.00 DKK 2024-12-20 Call
 

Master data

WKN: SW8J2F
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,400.00 DKK
Maturity: 2024-12-20
Issue date: 2024-04-04
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 39.77
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.28
Parity: -4.05
Time value: 0.37
Break-even: 191.36
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 0.64
Spread abs.: 0.01
Spread %: 2.78%
Delta: 0.21
Theta: -0.03
Omega: 8.26
Rho: 0.14
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+76.19%
1 Month  
+68.18%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.220
1M High / 1M Low: 0.370 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.256
Avg. volume 1W:   0.000
Avg. price 1M:   0.244
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   249.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -