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Soc. Generale Call 3000 GIVN 20.0.../  DE000SW13NS9  /

EUWAX
09/09/2024  08:55:28 Chg.-0.19 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
14.37EUR -1.30% -
Bid Size: -		 -
Ask Size: -		 GIVAUDAN N 3,000.00 CHF 20/09/2024 Call
 

Master data

WKN: SW13NS
Issuer: Société Générale
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 3,000.00 CHF
Maturity: 20/09/2024
Issue date: 10/08/2023
Last trading day: 19/09/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.09
Leverage: Yes

Calculated values

Fair value: 14.81
Intrinsic value: 14.77
Implied volatility: 1.51
Historic volatility: 0.22
Parity: 14.77
Time value: 0.37
Break-even: 4,718.84
Moneyness: 1.46
Premium: 0.01
Premium p.a.: 0.30
Spread abs.: 0.09
Spread %: 0.60%
Delta: 0.94
Theta: -6.70
Omega: 2.92
Rho: 0.87
 

Quote data

Open: 14.37
High: 14.37
Low: 14.37
Previous Close: 14.56
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.57%
1 Month  
+24.74%
3 Months  
+10.03%
YTD  
+142.74%
1 Year  
+488.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.59 13.20
1M High / 1M Low: 15.59 11.34
6M High / 6M Low: 15.59 8.85
High (YTD): 05/09/2024 15.59
Low (YTD): 23/01/2024 4.40
52W High: 05/09/2024 15.59
52W Low: 19/09/2023 1.88
Avg. price 1W:   14.20
Avg. volume 1W:   0.00
Avg. price 1M:   12.41
Avg. volume 1M:   0.00
Avg. price 6M:   11.64
Avg. volume 6M:   0.00
Avg. price 1Y:   8.20
Avg. volume 1Y:   0.00
Volatility 1M:   78.05%
Volatility 6M:   80.31%
Volatility 1Y:   110.31%
Volatility 3Y:   -