Soc. Generale Call 1500 DSV Panal.../  DE000SW8L6R0  /

Frankfurt Zert./SG
2024-05-30  12:07:15 PM Chg.+0.006 Bid12:58:36 PM Ask12:58:36 PM Underlying Strike price Expiration date Option type
0.015EUR +66.67% 0.018
Bid Size: 35,000
0.029
Ask Size: 35,000
- 1,500.00 DKK 2024-09-20 Call
 

Master data

WKN: SW8L6R
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,500.00 DKK
Maturity: 2024-09-20
Issue date: 2024-04-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 453.83
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.27
Parity: -6.49
Time value: 0.03
Break-even: 201.38
Moneyness: 0.68
Premium: 0.48
Premium p.a.: 2.54
Spread abs.: 0.01
Spread %: 50.00%
Delta: 0.03
Theta: -0.01
Omega: 14.20
Rho: 0.01
 

Quote data

Open: 0.005
High: 0.016
Low: 0.005
Previous Close: 0.009
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -65.91%
1 Month
  -69.39%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.044 0.009
1M High / 1M Low: 0.050 0.009
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.026
Avg. volume 1W:   0.000
Avg. price 1M:   0.035
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   350.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -