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Soc. Generale Call 2800 OMXS30 20.../  DE000SU56322  /

EUWAX
08/07/2024  09:51:43 Chg.-0.026 Bid10:10:53 Ask10:10:53 Underlying Strike price Expiration date Option type
0.065EUR -28.57% 0.066
Bid Size: 100,000		 0.076
Ask Size: 100,000		 OMX Stockholm 30 Ind... 2,800.00 SEK 20/09/2024 Call
 

Master data

WKN: SU5632
Issuer: Société Générale
Currency: EUR
Underlying: OMX Stockholm 30 Index
Type: Warrant
Option type: Call
Strike price: 2,800.00 SEK
Maturity: 20/09/2024
Issue date: 22/12/2023
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 281.35
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.01
Parity: -2.14
Time value: 0.08
Break-even: 247.32
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 0.59
Spread abs.: 0.01
Spread %: 14.29%
Delta: 0.11
Theta: -0.02
Omega: 31.62
Rho: 0.05
 

Quote data

Open: 0.065
High: 0.065
Low: 0.065
Previous Close: 0.091
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.89%
1 Month
  -72.10%
3 Months
  -67.01%
YTD
  -64.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.103 0.084
1M High / 1M Low: 0.216 0.084
6M High / 6M Low: 0.320 0.084
High (YTD): 23/05/2024 0.320
Low (YTD): 04/07/2024 0.084
52W High: - -
52W Low: - -
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.138
Avg. volume 1M:   0.000
Avg. price 6M:   0.171
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.40%
Volatility 6M:   172.28%
Volatility 1Y:   -
Volatility 3Y:   -