Soc. Generale Call 1500 DSV Panal.../  DE000SW8L6V2  /

EUWAX
2024-07-25  10:08:52 AM Chg.-0.080 Bid2:26:39 PM Ask2:26:39 PM Underlying Strike price Expiration date Option type
0.830EUR -8.79% 0.830
Bid Size: 35,000
0.850
Ask Size: 35,000
- 1,500.00 DKK 2025-03-21 Call
 

Master data

WKN: SW8L6V
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,500.00 DKK
Maturity: 2025-03-21
Issue date: 2024-04-05
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.61
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.30
Parity: -3.73
Time value: 0.88
Break-even: 209.81
Moneyness: 0.81
Premium: 0.28
Premium p.a.: 0.46
Spread abs.: 0.02
Spread %: 2.33%
Delta: 0.32
Theta: -0.04
Omega: 6.00
Rho: 0.29
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.910
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+56.60%
1 Month  
+69.39%
3 Months  
+118.42%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.530
1M High / 1M Low: 0.910 0.460
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.708
Avg. volume 1W:   0.000
Avg. price 1M:   0.645
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   229.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -