Soc. Generale Call 32.5 AMP 19.09.../  DE000SW7Z2Z7  /

EUWAX
7/10/2024  8:51:58 AM Chg.+0.004 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.087EUR +4.82% -
Bid Size: -
-
Ask Size: -
AMPLIFON 32.50 EUR 9/19/2024 Call
 

Master data

WKN: SW7Z2Z
Issuer: Société Générale
Currency: EUR
Underlying: AMPLIFON
Type: Warrant
Option type: Call
Strike price: 32.50 EUR
Maturity: 9/19/2024
Issue date: 3/20/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 30.45
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.28
Parity: -0.21
Time value: 0.10
Break-even: 33.50
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.63
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.37
Theta: -0.01
Omega: 11.16
Rho: 0.02
 

Quote data

Open: 0.087
High: 0.087
Low: 0.087
Previous Close: 0.083
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -63.75%
1 Month
  -70.00%
3 Months
  -66.54%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.083
1M High / 1M Low: 0.360 0.083
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.177
Avg. volume 1W:   0.000
Avg. price 1M:   0.256
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   291.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -