Soc. Generale Call 6600 SX5E 20.0.../  DE000SW9A7Z3  /

EUWAX
2024-06-07  5:22:32 PM Chg.-0.010 Bid6:10:32 PM Ask6:10:32 PM Underlying Strike price Expiration date Option type
0.420EUR -2.33% 0.430
Bid Size: 60,000
-
Ask Size: -
DJ EURO STOXX 50 EUR... 6,600.00 EUR 2026-03-20 Call
 

Master data

WKN: SW9A7Z
Issuer: Société Générale
Currency: EUR
Underlying: DJ EURO STOXX 50 EUR Price
Type: Warrant
Option type: Call
Strike price: 6,600.00 EUR
Maturity: 2026-03-20
Issue date: 2024-04-22
Last trading day: 2026-03-19
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 117.95
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.12
Parity: -15.28
Time value: 0.43
Break-even: 6,643.00
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 0.16
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.12
Theta: -0.18
Omega: 13.91
Rho: 9.90
 

Quote data

Open: 0.420
High: 0.420
Low: 0.390
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.00%
1 Month
  -6.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.350
1M High / 1M Low: 0.530 0.350
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.394
Avg. volume 1W:   0.000
Avg. price 1M:   0.450
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -