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Soc. Generale Call 19 WBA 17.01.2.../  DE000SW3VZL5  /

EUWAX
2024-05-31  9:30:02 AM Chg.+0.020 Bid7:44:25 PM Ask7:44:25 PM Underlying Strike price Expiration date Option type
0.110EUR +22.22% 0.140
Bid Size: 350,000		 0.150
Ask Size: 350,000		 Walgreens Boots Alli... 19.00 USD 2025-01-17 Call
 

Master data

WKN: SW3VZL
Issuer: Société Générale
Currency: EUR
Underlying: Walgreens Boots Alliance Inc
Type: Warrant
Option type: Call
Strike price: 19.00 USD
Maturity: 2025-01-17
Issue date: 2023-09-22
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.84
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.35
Parity: -0.33
Time value: 0.12
Break-even: 18.74
Moneyness: 0.81
Premium: 0.32
Premium p.a.: 0.55
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.38
Theta: 0.00
Omega: 4.55
Rho: 0.03
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -42.11%
3 Months
  -73.17%
YTD
  -86.42%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.090
1M High / 1M Low: 0.210 0.090
6M High / 6M Low: 0.810 0.090
High (YTD): 2024-01-02 0.810
Low (YTD): 2024-05-30 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.114
Avg. volume 1W:   0.000
Avg. price 1M:   0.161
Avg. volume 1M:   0.000
Avg. price 6M:   0.410
Avg. volume 6M:   32
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   181.06%
Volatility 6M:   134.29%
Volatility 1Y:   -
Volatility 3Y:   -