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Soc. Generale Call 200 CGM 20.09..../  DE000SW1ZLC9  /

EUWAX
03/06/2024  10:01:43 Chg.-0.060 Bid16:56:41 Ask16:56:41 Underlying Strike price Expiration date Option type
0.530EUR -10.17% 0.630
Bid Size: 40,000		 0.640
Ask Size: 40,000		 CAPGEMINI SE INH. EO... 200.00 EUR 20/09/2024 Call
 

Master data

WKN: SW1ZLC
Issuer: Société Générale
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Call
Strike price: 200.00 EUR
Maturity: 20/09/2024
Issue date: 08/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 27.70
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.23
Parity: -1.44
Time value: 0.67
Break-even: 206.70
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 1.52%
Delta: 0.37
Theta: -0.06
Omega: 10.23
Rho: 0.18
 

Quote data

Open: 0.680
High: 0.680
Low: 0.530
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -72.40%
1 Month
  -62.94%
3 Months
  -84.73%
YTD
  -64.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.980 0.590
1M High / 1M Low: 1.980 0.590
6M High / 6M Low: 3.480 0.590
High (YTD): 26/02/2024 3.480
Low (YTD): 31/05/2024 0.590
52W High: - -
52W Low: - -
Avg. price 1W:   1.516
Avg. volume 1W:   0.000
Avg. price 1M:   1.569
Avg. volume 1M:   0.000
Avg. price 6M:   2.084
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   246.95%
Volatility 6M:   160.57%
Volatility 1Y:   -
Volatility 3Y:   -