Soc. Generale Call 14 ENI 19.09.2.../  DE000SW1VB02  /

EUWAX
7/26/2024  3:53:52 PM Chg.+0.410 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.890EUR +85.42% -
Bid Size: -
-
Ask Size: -
ENI S.P.A. 14.00 EUR 9/19/2024 Call
 

Master data

WKN: SW1VB0
Issuer: Société Générale
Currency: EUR
Underlying: ENI S.P.A.
Type: Warrant
Option type: Call
Strike price: 14.00 EUR
Maturity: 9/19/2024
Issue date: 8/4/2023
Last trading day: 9/18/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 29.83
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.02
Implied volatility: 0.19
Historic volatility: 0.17
Parity: 0.02
Time value: 0.45
Break-even: 14.47
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 4.44%
Delta: 0.55
Theta: 0.00
Omega: 16.44
Rho: 0.01
 

Quote data

Open: 0.890
High: 0.890
Low: 0.890
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+48.33%
1 Month  
+23.61%
3 Months
  -46.71%
YTD
  -52.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.450
1M High / 1M Low: 0.970 0.450
6M High / 6M Low: 2.030 0.400
High (YTD): 4/15/2024 2.030
Low (YTD): 6/17/2024 0.400
52W High: - -
52W Low: - -
Avg. price 1W:   0.518
Avg. volume 1W:   0.000
Avg. price 1M:   0.692
Avg. volume 1M:   0.000
Avg. price 6M:   1.066
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.56%
Volatility 6M:   168.38%
Volatility 1Y:   -
Volatility 3Y:   -