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Soc. Generale Call 54 RNL 21.06.2.../  DE000SW1G1L8  /

EUWAX
2024-05-23  8:34:34 AM Chg.+0.003 Bid2:00:10 PM Ask2:00:10 PM Underlying Strike price Expiration date Option type
0.021EUR +16.67% 0.018
Bid Size: 100,000		 0.028
Ask Size: 100,000		 RENAULT INH. EO... 54.00 EUR 2024-06-21 Call
 

Master data

WKN: SW1G1L
Issuer: Société Générale
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 54.00 EUR
Maturity: 2024-06-21
Issue date: 2023-07-26
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 150.34
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.29
Parity: -0.59
Time value: 0.03
Break-even: 54.32
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 3.61
Spread abs.: 0.01
Spread %: 45.45%
Delta: 0.14
Theta: -0.02
Omega: 20.78
Rho: 0.01
 

Quote data

Open: 0.021
High: 0.021
Low: 0.021
Previous Close: 0.018
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.36%
1 Month
  -48.78%
3 Months
  -4.55%
YTD
  -32.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.033 0.018
1M High / 1M Low: 0.060 0.018
6M High / 6M Low: 0.140 0.012
High (YTD): 2024-04-12 0.140
Low (YTD): 2024-01-29 0.012
52W High: - -
52W Low: - -
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.035
Avg. volume 1M:   0.000
Avg. price 6M:   0.037
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   319.99%
Volatility 6M:   258.79%
Volatility 1Y:   -
Volatility 3Y:   -