Soc. Generale Call 0.965 USDCHF 2.../  DE000SW751X3  /

EUWAX
2024-07-09  9:12:49 PM Chg.0.000 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.030EUR 0.00% -
Bid Size: -
-
Ask Size: -
CROSSRATE USD/CHF 0.965 CHF 2024-09-20 Call
 

Master data

WKN: SW751X
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.97 CHF
Maturity: 2024-09-20
Issue date: 2024-03-25
Last trading day: 2024-09-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 1,154.41
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.09
Historic volatility: 0.07
Parity: -6.99
Time value: 0.08
Break-even: 0.99
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 0.45
Spread abs.: 0.05
Spread %: 166.67%
Delta: 0.05
Theta: 0.00
Omega: 60.36
Rho: 0.00
 

Quote data

Open: 0.030
High: 0.030
Low: 0.029
Previous Close: 0.030
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month
  -34.78%
3 Months
  -79.02%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.039 0.030
1M High / 1M Low: 0.057 0.030
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.040
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -