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Soc. Generale Call 100 SQU 20.12..../  DE000SW1TG19  /

EUWAX
2024-09-27  8:37:12 AM Chg.-0.04 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.14EUR -3.39% -
Bid Size: -		 -
Ask Size: -		 VINCI S.A. INH. EO... 100.00 EUR 2024-12-20 Call
 

Master data

WKN: SW1TG1
Issuer: Société Générale
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 100.00 EUR
Maturity: 2024-12-20
Issue date: 2023-08-03
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.07
Leverage: Yes

Calculated values

Fair value: 1.17
Intrinsic value: 1.06
Implied volatility: 0.22
Historic volatility: 0.17
Parity: 1.06
Time value: 0.16
Break-even: 112.20
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.83%
Delta: 0.86
Theta: -0.02
Omega: 7.83
Rho: 0.19
 

Quote data

Open: 1.14
High: 1.14
Low: 1.14
Previous Close: 1.18
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.56%
1 Month  
+21.28%
3 Months  
+58.33%
YTD
  -39.04%
1 Year
  -19.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.18 1.08
1M High / 1M Low: 1.31 0.93
6M High / 6M Low: 2.20 0.65
High (YTD): 2024-03-28 2.20
Low (YTD): 2024-08-05 0.65
52W High: 2024-03-28 2.20
52W Low: 2024-08-05 0.65
Avg. price 1W:   1.14
Avg. volume 1W:   0.00
Avg. price 1M:   1.13
Avg. volume 1M:   0.00
Avg. price 6M:   1.27
Avg. volume 6M:   15.50
Avg. price 1Y:   1.51
Avg. volume 1Y:   7.81
Volatility 1M:   136.94%
Volatility 6M:   139.85%
Volatility 1Y:   111.87%
Volatility 3Y:   -