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

EUWAX
11/1/2024  9:09:55 PM Chg.-0.001 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.007EUR -12.50% -
Bid Size: -
-
Ask Size: -
CROSSRATE EUR/CHF 1.12 CHF 12/20/2024 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: 12/20/2024
Issue date: 4/8/2024
Last trading day: 12/19/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 1,754.39
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.06
Parity: -18.81
Time value: 0.06
Break-even: 1.19
Moneyness: 0.84
Premium: 0.19
Premium p.a.: 2.72
Spread abs.: 0.05
Spread %: 714.29%
Delta: 0.02
Theta: 0.00
Omega: 34.88
Rho: 0.00
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.008
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -50.00%
3 Months
  -70.83%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.008 0.007
1M High / 1M Low: 0.014 0.007
6M High / 6M Low: 0.040 0.007
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   0.023
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.77%
Volatility 6M:   42.41%
Volatility 1Y:   -
Volatility 3Y:   -