Soc. Generale Call 11000 DP4B 20..../  DE000SW9XC27  /

EUWAX
2024-07-30  10:08:30 AM Chg.- Bid9:25:57 AM Ask9:25:57 AM Underlying Strike price Expiration date Option type
1.05EUR - 1.41
Bid Size: 15,000
1.43
Ask Size: 15,000
A.P.MOELL.-M.NAM B D... 11,000.00 - 2024-09-20 Call
 

Master data

WKN: SW9XC2
Issuer: Société Générale
Currency: EUR
Underlying: A.P.MOELL.-M.NAM B DK1000
Type: Warrant
Option type: Call
Strike price: 11,000.00 -
Maturity: 2024-09-20
Issue date: 2024-05-03
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 11.82
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 3.53
Historic volatility: 0.43
Parity: -95.94
Time value: 1.19
Break-even: 11,119.00
Moneyness: 0.13
Premium: 6.91
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 1.71%
Delta: 0.19
Theta: -4.92
Omega: 2.26
Rho: 0.21
 

Quote data

Open: 1.05
High: 1.05
Low: 1.05
Previous Close: 0.83
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -53.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.05 0.83
1M High / 1M Low: 3.29 0.83
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.98
Avg. volume 1W:   0.00
Avg. price 1M:   1.69
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   233.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -