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Soc. Generale Call 300 ROG 21.06..../  DE000SN71DC1  /

EUWAX
03/06/2024  08:34:16 Chg.0.000 Bid17:30:09 Ask17:30:09 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 10,000		 0.075
Ask Size: 10,000		 ROCHE GS 300.00 CHF 21/06/2024 Call
 

Master data

WKN: SN71DC
Issuer: Société Générale
Currency: EUR
Underlying: ROCHE GS
Type: Warrant
Option type: Call
Strike price: 300.00 CHF
Maturity: 21/06/2024
Issue date: 10/08/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 392.67
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.21
Parity: -7.09
Time value: 0.06
Break-even: 307.06
Moneyness: 0.77
Premium: 0.30
Premium p.a.: 0.00
Spread abs.: 0.06
Spread %: 5,900.00%
Delta: 0.04
Theta: -0.09
Omega: 17.47
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -98.04%
YTD
  -99.23%
1 Year
  -99.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.230 0.001
High (YTD): 04/01/2024 0.200
Low (YTD): 31/05/2024 0.001
52W High: 05/06/2023 1.750
52W Low: 31/05/2024 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.072
Avg. volume 6M:   0.000
Avg. price 1Y:   0.294
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   6,302.78%
Volatility 1Y:   4,461.94%
Volatility 3Y:   -