Soc. Generale Call 11068.1 DP4B 2.../  DE000SW7ZHB6  /

Frankfurt Zert./SG
25/07/2024  10:52:51 Chg.+0.040 Bid11:18:15 Ask11:18:15 Underlying Strike price Expiration date Option type
2.170EUR +1.88% 2.150
Bid Size: 15,000
2.170
Ask Size: 15,000
A.P.MOELL.-M.NAM B D... 11,068.08 DKK 21/03/2025 Call
 

Master data

WKN: SW7ZHB
Issuer: Société Générale
Currency: EUR
Underlying: A.P.MOELL.-M.NAM B DK1000
Type: Warrant
Option type: Call
Strike price: 11,068.08 DKK
Maturity: 21/03/2025
Issue date: 20/03/2024
Last trading day: 20/03/2025
Ratio: 96.15:1
Exercise type: American
Quanto: No
Gearing: 6.97
Leverage: Yes

Calculated values

Fair value: 2.16
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.43
Parity: -0.24
Time value: 2.18
Break-even: 1,692.83
Moneyness: 0.98
Premium: 0.16
Premium p.a.: 0.25
Spread abs.: 0.02
Spread %: 0.93%
Delta: 0.58
Theta: -0.48
Omega: 4.03
Rho: 4.16
 

Quote data

Open: 2.140
High: 2.170
Low: 2.140
Previous Close: 2.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.44%
1 Month
  -29.55%
3 Months  
+27.65%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.370 2.110
1M High / 1M Low: 4.320 2.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.184
Avg. volume 1W:   0.000
Avg. price 1M:   2.975
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -