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Soc. Generale Call 22 BHP 21.06.2.../  DE000SW13QK9  /

EUWAX
2024-05-28  8:52:17 AM Chg.0.000 Bid12:55:23 PM Ask12:55:23 PM Underlying Strike price Expiration date Option type
0.190EUR 0.00% 0.190
Bid Size: 45,000		 0.200
Ask Size: 45,000		 Bhp Group Limited OR... 22.00 GBP 2024-06-21 Call
 

Master data

WKN: SW13QK
Issuer: Société Générale
Currency: EUR
Underlying: Bhp Group Limited ORD NPV (DI)
Type: Warrant
Option type: Call
Strike price: 22.00 GBP
Maturity: 2024-06-21
Issue date: 2023-08-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.05
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.15
Implied volatility: 0.41
Historic volatility: 0.24
Parity: 0.15
Time value: 0.06
Break-even: 27.97
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 5.00%
Delta: 0.73
Theta: -0.02
Omega: 9.54
Rho: 0.01
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.14%
1 Month  
+5.56%
3 Months  
+11.76%
YTD
  -69.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.160
1M High / 1M Low: 0.290 0.130
6M High / 6M Low: 0.630 0.130
High (YTD): 2024-01-02 0.630
Low (YTD): 2024-05-02 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.184
Avg. volume 1M:   0.000
Avg. price 6M:   0.300
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   240.35%
Volatility 6M:   172.82%
Volatility 1Y:   -
Volatility 3Y:   -