Soc. Generale Call 50 BFSA 21.03..../  DE000SW8WNH6  /

EUWAX
2024-06-12  9:58:02 AM Chg.- Bid8:08:40 AM Ask8:08:40 AM Underlying Strike price Expiration date Option type
0.069EUR - 0.067
Bid Size: 10,000
0.078
Ask Size: 10,000
BEFESA S.A. ORD. O.N... 50.00 EUR 2025-03-21 Call
 

Master data

WKN: SW8WNH
Issuer: Société Générale
Currency: EUR
Underlying: BEFESA S.A. ORD. O.N.
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 2025-03-21
Issue date: 2024-04-11
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 42.13
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.40
Parity: -1.63
Time value: 0.08
Break-even: 50.80
Moneyness: 0.67
Premium: 0.51
Premium p.a.: 0.70
Spread abs.: 0.01
Spread %: 14.29%
Delta: 0.16
Theta: -0.01
Omega: 6.81
Rho: 0.04
 

Quote data

Open: 0.069
High: 0.069
Low: 0.069
Previous Close: 0.081
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.82%
1 Month  
+15.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.085 0.069
1M High / 1M Low: 0.100 0.060
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.078
Avg. volume 1W:   0.000
Avg. price 1M:   0.081
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -