Soc. Generale Call 1000 DSV Panal.../  DE000SW7ZHP6  /

Frankfurt Zert./SG
7/25/2024  1:17:56 PM Chg.+0.040 Bid1:42:18 PM Ask1:42:18 PM Underlying Strike price Expiration date Option type
3.760EUR +1.08% 3.720
Bid Size: 15,000
3.750
Ask Size: 15,000
- 1,000.00 DKK 12/20/2024 Call
 

Master data

WKN: SW7ZHP
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,000.00 DKK
Maturity: 12/20/2024
Issue date: 3/20/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.29
Leverage: Yes

Calculated values

Fair value: 3.35
Intrinsic value: 2.97
Implied volatility: 0.49
Historic volatility: 0.30
Parity: 2.97
Time value: 0.85
Break-even: 172.21
Moneyness: 1.22
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 0.79%
Delta: 0.80
Theta: -0.06
Omega: 3.44
Rho: 0.38
 

Quote data

Open: 3.720
High: 3.760
Low: 3.650
Previous Close: 3.720
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+17.13%
1 Month  
+58.65%
3 Months  
+132.10%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.720 3.210
1M High / 1M Low: 3.720 2.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.416
Avg. volume 1W:   0.000
Avg. price 1M:   3.002
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   160.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -