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Soc. Generale Call 3.5 BSD2 20.09.../  DE000SW2GFX5  /

EUWAX
8/30/2024  8:58:52 AM Chg.+0.030 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.990EUR +3.13% -
Bid Size: -		 -
Ask Size: -		 BCO SANTANDER N.EO0,... 3.50 EUR 9/20/2024 Call
 

Master data

WKN: SW2GFX
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 3.50 EUR
Maturity: 9/20/2024
Issue date: 8/18/2023
Last trading day: 9/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.32
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 1.00
Implied volatility: 0.84
Historic volatility: 0.24
Parity: 1.00
Time value: 0.04
Break-even: 4.54
Moneyness: 1.28
Premium: 0.01
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 0.97%
Delta: 0.92
Theta: 0.00
Omega: 3.96
Rho: 0.00
 

Quote data

Open: 0.990
High: 0.990
Low: 0.990
Previous Close: 0.960
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.32%
1 Month  
+4.21%
3 Months
  -27.21%
YTD  
+73.68%
1 Year  
+125.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.840
1M High / 1M Low: 0.990 0.530
6M High / 6M Low: 1.430 0.510
High (YTD): 5/20/2024 1.430
Low (YTD): 1/29/2024 0.390
52W High: 5/20/2024 1.430
52W Low: 10/24/2023 0.340
Avg. price 1W:   0.930
Avg. volume 1W:   0.000
Avg. price 1M:   0.747
Avg. volume 1M:   0.000
Avg. price 6M:   1.015
Avg. volume 6M:   0.000
Avg. price 1Y:   0.750
Avg. volume 1Y:   17.255
Volatility 1M:   168.07%
Volatility 6M:   100.82%
Volatility 1Y:   99.83%
Volatility 3Y:   -