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Soc. Generale Call 2600 OMXS30 20.../  DE000SW2T9T8  /

EUWAX
01/08/2024  09:57:03 Chg.-0.180 Bid19:59:42 Ask19:59:42 Underlying Strike price Expiration date Option type
0.530EUR -25.35% 0.350
Bid Size: 8,500		 0.360
Ask Size: 8,500		 OMX Stockholm 30 Ind... 2,600.00 SEK 20/09/2024 Call
 

Master data

WKN: SW2T9T
Issuer: Société Générale
Currency: EUR
Underlying: OMX Stockholm 30 Index
Type: Warrant
Option type: Call
Strike price: 2,600.00 SEK
Maturity: 20/09/2024
Issue date: 29/08/2023
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 33.14
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.08
Implied volatility: 0.17
Historic volatility: 0.01
Parity: 0.08
Time value: 0.60
Break-even: 231.37
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 1.49%
Delta: 0.57
Theta: -0.07
Omega: 18.73
Rho: 0.17
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.710
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+43.24%
1 Month
  -27.40%
3 Months
  -36.14%
YTD
  -1.85%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.370
1M High / 1M Low: 0.760 0.370
6M High / 6M Low: 1.160 0.280
High (YTD): 23/05/2024 1.160
Low (YTD): 19/01/2024 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.542
Avg. volume 1W:   0.000
Avg. price 1M:   0.580
Avg. volume 1M:   0.000
Avg. price 6M:   0.682
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   255.09%
Volatility 6M:   166.00%
Volatility 1Y:   -
Volatility 3Y:   -