Soc. Generale Call 1.12 EURCHF 20.../  DE000SW8P8A8  /

EUWAX
23/08/2024  21:03:00 Chg.0.000 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.021EUR 0.00% -
Bid Size: -
-
Ask Size: -
CROSSRATE EUR/CHF 1.12 CHF 20/12/2024 Call
 

Master data

WKN: SW8P8A
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 1.12 CHF
Maturity: 20/12/2024
Issue date: 08/04/2024
Last trading day: 19/12/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 1,408.45
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.05
Parity: -18.04
Time value: 0.07
Break-even: 1.18
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 0.67
Spread abs.: 0.05
Spread %: 238.10%
Delta: 0.02
Theta: 0.00
Omega: 35.23
Rho: 0.00
 

Quote data

Open: 0.021
High: 0.021
Low: 0.021
Previous Close: 0.021
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -16.00%
3 Months
  -40.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.021 0.021
1M High / 1M Low: 0.025 0.021
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   27.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -