Soc. Generale Call 1200 DSV Panal.../  DE000SW7ZHS0  /

EUWAX
25/07/2024  10:08:43 Chg.-0.16 Bid19:43:20 Ask19:43:20 Underlying Strike price Expiration date Option type
2.32EUR -6.45% 2.42
Bid Size: 3,000
2.52
Ask Size: 3,000
- 1,200.00 DKK 21/03/2025 Call
 

Master data

WKN: SW7ZHS
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,200.00 DKK
Maturity: 21/03/2025
Issue date: 20/03/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.85
Leverage: Yes

Calculated values

Fair value: 1.89
Intrinsic value: 0.29
Implied volatility: 0.40
Historic volatility: 0.30
Parity: 0.29
Time value: 2.10
Break-even: 184.71
Moneyness: 1.02
Premium: 0.13
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 0.84%
Delta: 0.61
Theta: -0.05
Omega: 4.21
Rho: 0.50
 

Quote data

Open: 2.32
High: 2.32
Low: 2.32
Previous Close: 2.48
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+44.10%
1 Month  
+77.10%
3 Months  
+123.08%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.48 1.61
1M High / 1M Low: 2.48 1.27
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.02
Avg. volume 1W:   0.00
Avg. price 1M:   1.79
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   181.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -