OverviewChartNewsTraderScreen

Soc. Generale Call 45 EUZ 20.09.2.../  DE000SW2BGE4  /

EUWAX
2024-05-22  8:32:52 AM Chg.-0.010 Bid10:03:41 AM Ask10:03:41 AM Underlying Strike price Expiration date Option type
0.530EUR -1.85% 0.530
Bid Size: 5,700		 0.550
Ask Size: 5,700		 ECKERT+ZIEGLER INH ... 45.00 - 2024-09-20 Call
 

Master data

WKN: SW2BGE
Issuer: Société Générale
Currency: EUR
Underlying: ECKERT+ZIEGLER INH O.N.
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2024-09-20
Issue date: 2023-08-16
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.34
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.17
Implied volatility: 0.42
Historic volatility: 0.40
Parity: 0.17
Time value: 0.39
Break-even: 50.60
Moneyness: 1.04
Premium: 0.08
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 3.70%
Delta: 0.63
Theta: -0.02
Omega: 5.25
Rho: 0.08
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.50%
1 Month  
+488.89%
3 Months  
+26.19%
YTD  
+8.16%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.400
1M High / 1M Low: 0.540 0.090
6M High / 6M Low: 0.710 0.089
High (YTD): 2024-01-31 0.710
Low (YTD): 2024-04-19 0.089
52W High: - -
52W Low: - -
Avg. price 1W:   0.500
Avg. volume 1W:   0.000
Avg. price 1M:   0.265
Avg. volume 1M:   0.000
Avg. price 6M:   0.373
Avg. volume 6M:   40.323
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   389.10%
Volatility 6M:   219.32%
Volatility 1Y:   -
Volatility 3Y:   -