Soc. Generale Call 30 POST 21.06..../  DE000SW2STZ6  /

EUWAX
2024-05-27  9:56:43 AM Chg.+0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.120EUR +9.09% -
Bid Size: -
-
Ask Size: -
OESTERREICH. POST AG 30.00 EUR 2024-06-21 Call
 

Master data

WKN: SW2STZ
Issuer: Société Générale
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 30.00 EUR
Maturity: 2024-06-21
Issue date: 2023-08-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 22.14
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.10
Implied volatility: 0.23
Historic volatility: 0.15
Parity: 0.10
Time value: 0.04
Break-even: 31.40
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 16.67%
Delta: 0.73
Theta: -0.01
Omega: 16.16
Rho: 0.01
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.84%
1 Month
  -7.69%
3 Months  
+20.00%
YTD
  -60.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.110
1M High / 1M Low: 0.260 0.065
6M High / 6M Low: 0.380 0.065
High (YTD): 2024-01-09 0.330
Low (YTD): 2024-05-07 0.065
52W High: - -
52W Low: - -
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.159
Avg. volume 1M:   0.000
Avg. price 6M:   0.199
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   494.67%
Volatility 6M:   225.19%
Volatility 1Y:   -
Volatility 3Y:   -