Soc. Generale Call 55 GM 20.12.20.../  DE000SW7ERH7  /

EUWAX
2024-05-31  9:59:44 AM Chg.+0.013 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.074EUR +21.31% -
Bid Size: -
-
Ask Size: -
General Motors Compa... 55.00 USD 2024-12-20 Call
 

Master data

WKN: SW7ERH
Issuer: Société Générale
Currency: EUR
Underlying: General Motors Company
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 2024-12-20
Issue date: 2024-03-07
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.56
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.26
Parity: -0.92
Time value: 0.12
Break-even: 51.90
Moneyness: 0.82
Premium: 0.25
Premium p.a.: 0.50
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.24
Theta: -0.01
Omega: 8.42
Rho: 0.05
 

Quote data

Open: 0.074
High: 0.074
Low: 0.074
Previous Close: 0.061
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.84%
1 Month
  -43.08%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.086 0.061
1M High / 1M Low: 0.130 0.061
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.074
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -