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Soc. Generale Call 235 DB1 20.12..../  DE000SW1SHP4  /

EUWAX
7/12/2024  8:34:02 AM Chg.-0.005 Bid4:13:02 PM Ask4:13:02 PM Underlying Strike price Expiration date Option type
0.073EUR -6.41% 0.100
Bid Size: 35,000		 0.110
Ask Size: 35,000		 DEUTSCHE BOERSE NA O... 235.00 EUR 12/20/2024 Call
 

Master data

WKN: SW1SHP
Issuer: Société Générale
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 235.00 EUR
Maturity: 12/20/2024
Issue date: 8/2/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 218.72
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.15
Parity: -4.69
Time value: 0.09
Break-even: 235.86
Moneyness: 0.80
Premium: 0.25
Premium p.a.: 0.67
Spread abs.: 0.01
Spread %: 13.16%
Delta: 0.08
Theta: -0.01
Omega: 16.92
Rho: 0.06
 

Quote data

Open: 0.073
High: 0.073
Low: 0.073
Previous Close: 0.078
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.00%
1 Month
  -17.98%
3 Months
  -39.17%
YTD
  -66.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.076
1M High / 1M Low: 0.140 0.061
6M High / 6M Low: 0.250 0.045
High (YTD): 1/19/2024 0.250
Low (YTD): 5/30/2024 0.045
52W High: - -
52W Low: - -
Avg. price 1W:   0.083
Avg. volume 1W:   0.000
Avg. price 1M:   0.100
Avg. volume 1M:   0.000
Avg. price 6M:   0.121
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.46%
Volatility 6M:   175.03%
Volatility 1Y:   -
Volatility 3Y:   -