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Soc. Generale Call 28.5 SGE 20.09.../  DE000SW2D862  /

EUWAX
2024-06-03  8:42:02 AM Chg.-0.010 Bid9:13:55 AM Ask9:13:55 AM Underlying Strike price Expiration date Option type
0.290EUR -3.33% 0.300
Bid Size: 35,000		 0.310
Ask Size: 35,000		 STE GENERALE INH. EO... 28.50 EUR 2024-09-20 Call
 

Master data

WKN: SW2D86
Issuer: Société Générale
Currency: EUR
Underlying: STE GENERALE INH. EO 1,25
Type: Warrant
Option type: Call
Strike price: 28.50 EUR
Maturity: 2024-09-20
Issue date: 2023-08-17
Last trading day: 2024-09-20
Ratio: 5:1
Exercise type: European
Quanto: -
Gearing: 18.26
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -0.22
Time value: 0.30
Break-even: 30.00
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 3.45%
Delta: 0.47
Theta: -0.01
Omega: 8.51
Rho: 0.03
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.82%
1 Month  
+26.09%
3 Months  
+291.89%
YTD  
+70.59%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.220
1M High / 1M Low: 0.300 0.083
6M High / 6M Low: 0.300 0.065
High (YTD): 2024-05-31 0.300
Low (YTD): 2024-02-20 0.065
52W High: - -
52W Low: - -
Avg. price 1W:   0.254
Avg. volume 1W:   0.000
Avg. price 1M:   0.199
Avg. volume 1M:   0.000
Avg. price 6M:   0.140
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   379.74%
Volatility 6M:   202.71%
Volatility 1Y:   -
Volatility 3Y:   -