Soc. Generale Call 1500 DSV Panal.../  DE000SW8L6T6  /

EUWAX
2024-05-30  8:51:33 AM Chg.-0.029 Bid12:06:19 PM Ask12:06:19 PM Underlying Strike price Expiration date Option type
0.091EUR -24.17% 0.098
Bid Size: 35,000
0.110
Ask Size: 35,000
- 1,500.00 DKK 2024-12-20 Call
 

Master data

WKN: SW8L6T
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,500.00 DKK
Maturity: 2024-12-20
Issue date: 2024-04-05
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 113.46
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.27
Parity: -6.49
Time value: 0.12
Break-even: 202.28
Moneyness: 0.68
Premium: 0.49
Premium p.a.: 1.03
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.09
Theta: -0.01
Omega: 9.70
Rho: 0.06
 

Quote data

Open: 0.091
High: 0.091
Low: 0.091
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.33%
1 Month
  -43.13%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.110
1M High / 1M Low: 0.170 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.137
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -