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Soc. Generale Call 34 G1A 20.09.2.../  DE000SW2KV91  /

EUWAX
8/23/2024  6:13:34 PM Chg.0.000 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.670EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 GEA GROUP AG 34.00 EUR 9/20/2024 Call
 

Master data

WKN: SW2KV9
Issuer: Société Générale
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 9/20/2024
Issue date: 8/22/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.62
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.70
Implied volatility: 0.49
Historic volatility: 0.20
Parity: 0.70
Time value: 0.03
Break-even: 41.30
Moneyness: 1.21
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 4.29%
Delta: 0.93
Theta: -0.02
Omega: 5.25
Rho: 0.02
 

Quote data

Open: 0.670
High: 0.700
Low: 0.670
Previous Close: 0.670
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.52%
1 Month  
+4.69%
3 Months  
+28.85%
YTD  
+24.07%
1 Year  
+17.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.640
1M High / 1M Low: 0.690 0.480
6M High / 6M Low: 0.690 0.380
High (YTD): 8/15/2024 0.690
Low (YTD): 1/22/2024 0.340
52W High: 8/15/2024 0.690
52W Low: 10/27/2023 0.260
Avg. price 1W:   0.658
Avg. volume 1W:   0.000
Avg. price 1M:   0.621
Avg. volume 1M:   0.000
Avg. price 6M:   0.533
Avg. volume 6M:   0.000
Avg. price 1Y:   0.480
Avg. volume 1Y:   0.000
Volatility 1M:   103.53%
Volatility 6M:   112.12%
Volatility 1Y:   114.59%
Volatility 3Y:   -