Soc. Generale Call 1000 DSV Panal.../  DE000SW7ZHN1  /

EUWAX
2024-07-24  9:59:39 AM Chg.+0.54 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
3.49EUR +18.31% -
Bid Size: -
-
Ask Size: -
- 1,000.00 DKK 2024-09-20 Call
 

Master data

WKN: SW7ZHN
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,000.00 DKK
Maturity: 2024-09-20
Issue date: 2024-03-20
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.36
Leverage: Yes

Calculated values

Fair value: 2.90
Intrinsic value: 2.78
Implied volatility: 0.43
Historic volatility: 0.30
Parity: 2.78
Time value: 0.24
Break-even: 164.21
Moneyness: 1.21
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.17
Spread %: 5.96%
Delta: 0.89
Theta: -0.06
Omega: 4.77
Rho: 0.18
 

Quote data

Open: 3.49
High: 3.49
Low: 3.49
Previous Close: 2.95
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+57.92%
1 Month  
+97.18%
3 Months  
+149.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.49 2.21
1M High / 1M Low: 3.49 1.68
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.79
Avg. volume 1W:   0.00
Avg. price 1M:   2.46
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   196.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -