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Soc. Generale Call 24 8TRA 20.09..../  DE000SW3XN12  /

EUWAX
2024-07-31  9:23:09 AM Chg.+0.020 Bid6:49:38 PM Ask6:49:38 PM Underlying Strike price Expiration date Option type
0.520EUR +4.00% 0.550
Bid Size: 7,000		 0.600
Ask Size: 7,000		 TRATON SE INH O.N. 24.00 EUR 2024-09-20 Call
 

Master data

WKN: SW3XN1
Issuer: Société Générale
Currency: EUR
Underlying: TRATON SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-25
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.66
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.43
Implied volatility: 0.54
Historic volatility: 0.30
Parity: 0.43
Time value: 0.07
Break-even: 29.00
Moneyness: 1.18
Premium: 0.02
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 6.38%
Delta: 0.83
Theta: -0.02
Omega: 4.68
Rho: 0.03
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.64%
1 Month
  -21.21%
3 Months
  -48.00%
YTD  
+333.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.500
1M High / 1M Low: 0.790 0.500
6M High / 6M Low: 1.230 0.120
High (YTD): 2024-04-26 1.230
Low (YTD): 2024-01-04 0.082
52W High: - -
52W Low: - -
Avg. price 1W:   0.550
Avg. volume 1W:   0.000
Avg. price 1M:   0.663
Avg. volume 1M:   0.000
Avg. price 6M:   0.714
Avg. volume 6M:   1,968.504
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.60%
Volatility 6M:   155.83%
Volatility 1Y:   -
Volatility 3Y:   -