Soc. Generale Call 1400 DSV Panal.../  DE000SW8J2G6  /

EUWAX
2024-06-07  10:14:40 AM Chg.+0.150 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
0.600EUR +33.33% 0.600
Bid Size: 35,000
0.620
Ask Size: 35,000
- 1,400.00 DKK 2025-03-21 Call
 

Master data

WKN: SW8J2G
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,400.00 DKK
Maturity: 2025-03-21
Issue date: 2024-04-04
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.48
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.28
Parity: -3.99
Time value: 0.58
Break-even: 193.47
Moneyness: 0.79
Premium: 0.31
Premium p.a.: 0.41
Spread abs.: 0.04
Spread %: 7.41%
Delta: 0.27
Theta: -0.03
Omega: 6.80
Rho: 0.26
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+46.34%
1 Month  
+36.36%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.410
1M High / 1M Low: 0.550 0.360
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.436
Avg. volume 1W:   0.000
Avg. price 1M:   0.470
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -