Soc. Generale Call 36 PINS 21.03..../  DE000SW7LB40  /

EUWAX
2024-07-26  8:21:49 AM Chg.-0.50 Bid9:51:00 AM Ask9:51:00 AM Underlying Strike price Expiration date Option type
6.77EUR -6.88% 6.80
Bid Size: 1,000
7.18
Ask Size: 1,000
Pinterest Inc 36.00 USD 2025-03-21 Call
 

Master data

WKN: SW7LB4
Issuer: Société Générale
Currency: EUR
Underlying: Pinterest Inc
Type: Warrant
Option type: Call
Strike price: 36.00 USD
Maturity: 2025-03-21
Issue date: 2024-03-12
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 5.06
Leverage: Yes

Calculated values

Fair value: 5.49
Intrinsic value: 1.73
Implied volatility: 0.52
Historic volatility: 0.38
Parity: 1.73
Time value: 5.17
Break-even: 40.08
Moneyness: 1.05
Premium: 0.15
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 0.44%
Delta: 0.65
Theta: -0.01
Omega: 3.29
Rho: 0.10
 

Quote data

Open: 6.77
High: 6.77
Low: 6.77
Previous Close: 7.27
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.44%
1 Month
  -43.86%
3 Months  
+18.98%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.77 7.27
1M High / 1M Low: 12.06 7.27
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   8.25
Avg. volume 1W:   0.00
Avg. price 1M:   9.74
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   67.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -