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Soc. Generale Call 24 WBA 21.03.2.../  DE000SW3PU47  /

EUWAX
2024-05-31  1:00:48 PM Chg.+0.010 Bid3:50:58 PM Ask3:50:58 PM Underlying Strike price Expiration date Option type
0.057EUR +21.28% 0.058
Bid Size: 450,000		 0.068
Ask Size: 450,000		 Walgreens Boots Alli... 24.00 USD 2025-03-21 Call
 

Master data

WKN: SW3PU4
Issuer: Société Générale
Currency: EUR
Underlying: Walgreens Boots Alliance Inc
Type: Warrant
Option type: Call
Strike price: 24.00 USD
Maturity: 2025-03-21
Issue date: 2023-09-19
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.21
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.35
Parity: -0.79
Time value: 0.07
Break-even: 22.83
Moneyness: 0.64
Premium: 0.61
Premium p.a.: 0.80
Spread abs.: 0.01
Spread %: 17.54%
Delta: 0.23
Theta: 0.00
Omega: 4.85
Rho: 0.02
 

Quote data

Open: 0.056
High: 0.057
Low: 0.056
Previous Close: 0.047
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.39%
1 Month
  -36.67%
3 Months
  -76.25%
YTD
  -89.44%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.061 0.047
1M High / 1M Low: 0.100 0.047
6M High / 6M Low: 0.540 0.047
High (YTD): 2024-01-02 0.540
Low (YTD): 2024-05-30 0.047
52W High: - -
52W Low: - -
Avg. price 1W:   0.055
Avg. volume 1W:   0.000
Avg. price 1M:   0.078
Avg. volume 1M:   0.000
Avg. price 6M:   0.242
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.89%
Volatility 6M:   156.69%
Volatility 1Y:   -
Volatility 3Y:   -