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

EUWAX
2024-05-31  8:53:48 AM Chg.+0.003 Bid11:48:58 AM Ask11:48:58 AM Underlying Strike price Expiration date Option type
0.008EUR +60.00% 0.029
Bid Size: 35,000
0.039
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: 427.50
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.27
Parity: -6.43
Time value: 0.03
Break-even: 201.43
Moneyness: 0.68
Premium: 0.47
Premium p.a.: 2.53
Spread abs.: 0.01
Spread %: 45.45%
Delta: 0.03
Theta: -0.01
Omega: 14.10
Rho: 0.01
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.005
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -79.49%
1 Month
  -85.96%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.039 0.005
1M High / 1M Low: 0.057 0.005
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   536.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -