Soc. Generale Call 1.12 EURCHF 20.../  DE000SW8P764  /

EUWAX
29/08/2024  13:14:46 Chg.0.000 Bid29/08/2024 Ask29/08/2024 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 50,000
0.051
Ask Size: 50,000
CROSSRATE EUR/CHF 1.12 CHF 20/09/2024 Call
 

Master data

WKN: SW8P76
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 1.12 CHF
Maturity: 20/09/2024
Issue date: 08/04/2024
Last trading day: 19/09/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 1,960.78
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.06
Parity: -19.59
Time value: 0.05
Break-even: 1.20
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 18.60
Spread abs.: 0.05
Spread %: 5,000.00%
Delta: 0.02
Theta: 0.00
Omega: 34.52
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -87.50%
3 Months
  -94.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.008 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.005
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   226.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -