Soc. Generale Call 900 EMSN 20.06.../  DE000SW982G9  /

EUWAX
2024-05-31  9:54:32 AM Chg.-0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.110EUR -8.33% -
Bid Size: -
-
Ask Size: -
EMS-CHEMIE N 900.00 CHF 2025-06-20 Call
 

Master data

WKN: SW982G
Issuer: Société Générale
Currency: EUR
Underlying: EMS-CHEMIE N
Type: Warrant
Option type: Call
Strike price: 900.00 CHF
Maturity: 2025-06-20
Issue date: 2024-05-13
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 57.88
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.19
Parity: -1.67
Time value: 0.13
Break-even: 932.37
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.20
Theta: -0.06
Omega: 11.38
Rho: 1.42
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.110
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -