Soc. Generale Call 250 SAND 21.06.../  DE000SW7TPM9  /

EUWAX
2024-05-17  9:19:36 AM Chg.-0.014 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.010EUR -58.33% -
Bid Size: -
-
Ask Size: -
Sandvik AB 250.00 SEK 2024-06-21 Call
 

Master data

WKN: SW7TPM
Issuer: Société Générale
Currency: EUR
Underlying: Sandvik AB
Type: Warrant
Option type: Call
Strike price: 250.00 SEK
Maturity: 2024-06-21
Issue date: 2024-03-15
Last trading day: 2024-06-21
Ratio: 5:1
Exercise type: European
Quanto: No
Gearing: 185.62
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.25
Parity: -0.40
Time value: 0.02
Break-even: 21.57
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 1.97
Spread abs.: 0.01
Spread %: 90.91%
Delta: 0.14
Theta: -0.01
Omega: 25.15
Rho: 0.00
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.024
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -72.22%
1 Month
  -90.91%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.034 0.010
1M High / 1M Low: 0.110 0.007
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   623.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -