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

Frankfurt Zert./SG
2024-06-07  9:41:53 PM Chg.-0.010 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
0.068EUR -12.82% 0.068
Bid Size: 10,000
0.099
Ask Size: 10,000
- 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: 165.34
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.28
Parity: -5.39
Time value: 0.09
Break-even: 201.96
Moneyness: 0.73
Premium: 0.37
Premium p.a.: 2.04
Spread abs.: 0.01
Spread %: 12.66%
Delta: 0.07
Theta: -0.02
Omega: 12.31
Rho: 0.03
 

Quote data

Open: 0.085
High: 0.090
Low: 0.068
Previous Close: 0.078
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+134.48%
1 Month  
+36.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.078 0.027
1M High / 1M Low: 0.078 0.009
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.051
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   694.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -