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Soc. Generale Call 200 ESL 20.09..../  DE000SW1ZNH4  /

EUWAX
12/07/2024  08:11:57 Chg.+0.240 Bid09:06:06 Ask09:06:06 Underlying Strike price Expiration date Option type
0.920EUR +35.29% 0.960
Bid Size: 25,000		 0.980
Ask Size: 25,000		 ESSILORLUXO. INH. EO... 200.00 EUR 20/09/2024 Call
 

Master data

WKN: SW1ZNH
Issuer: Société Générale
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Call
Strike price: 200.00 EUR
Maturity: 20/09/2024
Issue date: 08/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 26.94
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.16
Parity: -0.34
Time value: 0.73
Break-even: 207.30
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 1.39%
Delta: 0.48
Theta: -0.07
Omega: 13.02
Rho: 0.17
 

Quote data

Open: 0.920
High: 0.920
Low: 0.920
Previous Close: 0.680
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.03%
1 Month
  -38.26%
3 Months
  -36.55%
YTD  
+27.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.180 0.680
1M High / 1M Low: 1.640 0.680
6M High / 6M Low: 2.150 0.470
High (YTD): 21/03/2024 2.150
Low (YTD): 24/01/2024 0.470
52W High: - -
52W Low: - -
Avg. price 1W:   0.910
Avg. volume 1W:   0.000
Avg. price 1M:   1.313
Avg. volume 1M:   0.000
Avg. price 6M:   1.268
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.13%
Volatility 6M:   164.30%
Volatility 1Y:   -
Volatility 3Y:   -