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

EUWAX
10/28/2024  9:52:01 AM Chg.+0.100 Bid2:01:01 PM Ask2:01:01 PM Underlying Strike price Expiration date Option type
0.580EUR +20.83% 0.580
Bid Size: 40,000		 0.590
Ask Size: 40,000		 VINCI S.A. INH. EO... 100.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 8/3/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 23.43
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.08
Implied volatility: 0.24
Historic volatility: 0.18
Parity: 0.08
Time value: 0.36
Break-even: 104.30
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 2.38%
Delta: 0.57
Theta: -0.04
Omega: 13.35
Rho: 0.08
 

Quote data

Open: 0.480
High: 0.580
Low: 0.480
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.96%
1 Month
  -49.12%
3 Months
  -39.58%
YTD
  -68.98%
1 Year
  -49.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.480
1M High / 1M Low: 1.140 0.480
6M High / 6M Low: 1.990 0.480
High (YTD): 3/28/2024 2.200
Low (YTD): 10/25/2024 0.480
52W High: 3/28/2024 2.200
52W Low: 10/25/2024 0.480
Avg. price 1W:   0.724
Avg. volume 1W:   0.000
Avg. price 1M:   0.832
Avg. volume 1M:   0.000
Avg. price 6M:   1.132
Avg. volume 6M:   15.504
Avg. price 1Y:   1.485
Avg. volume 1Y:   7.874
Volatility 1M:   242.36%
Volatility 6M:   163.49%
Volatility 1Y:   127.80%
Volatility 3Y:   -