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Soc. Generale Call 30 ML 20.09.20.../  DE000SW1ZST8  /

EUWAX
2024-08-14  8:13:19 AM Chg.-0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.440EUR -2.22% -
Bid Size: -		 -
Ask Size: -		 Cie Generale des Eta... 30.00 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZST
Issuer: Société Générale
Currency: EUR
Underlying: Cie Generale des Etablissements Michelin SA
Type: Warrant
Option type: Call
Strike price: 30.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.74
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.41
Implied volatility: 0.36
Historic volatility: 0.17
Parity: 0.41
Time value: 0.04
Break-even: 34.40
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 2.33%
Delta: 0.88
Theta: -0.01
Omega: 6.82
Rho: 0.03
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.76%
1 Month
  -13.73%
3 Months
  -39.73%
YTD  
+10.00%
1 Year  
+83.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.420
1M High / 1M Low: 0.680 0.420
6M High / 6M Low: 0.860 0.390
High (YTD): 2024-06-14 0.860
Low (YTD): 2024-01-17 0.240
52W High: 2024-06-14 0.860
52W Low: 2023-10-25 0.150
Avg. price 1W:   0.438
Avg. volume 1W:   0.000
Avg. price 1M:   0.521
Avg. volume 1M:   0.000
Avg. price 6M:   0.597
Avg. volume 6M:   0.000
Avg. price 1Y:   0.439
Avg. volume 1Y:   0.000
Volatility 1M:   127.81%
Volatility 6M:   102.51%
Volatility 1Y:   111.73%
Volatility 3Y:   -