Soc. Generale Call 60 MONC 20.06..../  DE000SW961W0  /

EUWAX
2024-06-10  9:53:11 AM Chg.-0.043 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.077EUR -35.83% -
Bid Size: -
-
Ask Size: -
MONCLER 60.00 EUR 2024-06-20 Call
 

Master data

WKN: SW961W
Issuer: Société Générale
Currency: EUR
Underlying: MONCLER
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 2024-06-20
Issue date: 2024-05-10
Last trading day: 2024-06-20
Ratio: 20:1
Exercise type: European
Quanto: -
Gearing: 27.94
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.07
Implied volatility: 0.32
Historic volatility: 0.26
Parity: 0.07
Time value: 0.04
Break-even: 62.20
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.55
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.69
Theta: -0.06
Omega: 19.25
Rho: 0.01
 

Quote data

Open: 0.077
High: 0.077
Low: 0.077
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.00%
1 Month
  -59.47%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.077
1M High / 1M Low: 0.200 0.077
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.134
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   383.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -