Soc. Generale Call 1160 Novo-Nord.../  DE000SW7HUY9  /

EUWAX
2024-06-28  9:55:43 AM Chg.0.000 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
0.650EUR 0.00% -
Bid Size: -
-
Ask Size: -
- 1,160.00 DKK 2024-12-20 Call
 

Master data

WKN: SW7HUY
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,160.00 DKK
Maturity: 2024-12-20
Issue date: 2024-03-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.69
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.33
Parity: -2.10
Time value: 0.65
Break-even: 162.04
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 0.48
Spread abs.: 0.02
Spread %: 3.17%
Delta: 0.34
Theta: -0.04
Omega: 7.06
Rho: 0.19
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.650
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.17%
1 Month  
+54.76%
3 Months  
+4.84%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.620
1M High / 1M Low: 0.710 0.420
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.642
Avg. volume 1W:   0.000
Avg. price 1M:   0.601
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -