Soc. Generale Call 130 ENPH 20.09.../  DE000SW1YWB1  /

EUWAX
06/09/2024  09:37:42 Chg.-0.031 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.069EUR -31.00% -
Bid Size: -
-
Ask Size: -
Enphase Energy Inc 130.00 USD 20/09/2024 Call
 

Master data

WKN: SW1YWB
Issuer: Société Générale
Currency: EUR
Underlying: Enphase Energy Inc
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 20/09/2024
Issue date: 07/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 239.06
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.56
Parity: -1.93
Time value: 0.04
Break-even: 117.68
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.08
Theta: -0.07
Omega: 19.07
Rho: 0.00
 

Quote data

Open: 0.069
High: 0.069
Low: 0.069
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -79.09%
1 Month
  -63.68%
3 Months
  -96.33%
YTD
  -97.83%
1 Year
  -97.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.069
1M High / 1M Low: 0.420 0.069
6M High / 6M Low: 2.500 0.069
High (YTD): 16/02/2024 3.060
Low (YTD): 06/09/2024 0.069
52W High: 19/12/2023 3.340
52W Low: 06/09/2024 0.069
Avg. price 1W:   0.149
Avg. volume 1W:   0.000
Avg. price 1M:   0.269
Avg. volume 1M:   0.000
Avg. price 6M:   1.013
Avg. volume 6M:   0.000
Avg. price 1Y:   1.519
Avg. volume 1Y:   0.000
Volatility 1M:   476.92%
Volatility 6M:   401.11%
Volatility 1Y:   324.90%
Volatility 3Y:   -