Soc. Generale Call 380 LOR 20.09..../  DE000SW2KW41  /

EUWAX
8/14/2024  10:06:14 AM Chg.+0.11 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.11EUR +11.00% -
Bid Size: -
-
Ask Size: -
L OREAL INH. E... 380.00 - 9/20/2024 Call
 

Master data

WKN: SW2KW4
Issuer: Société Générale
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 380.00 -
Maturity: 9/20/2024
Issue date: 8/22/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 36.23
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.19
Parity: -0.32
Time value: 1.04
Break-even: 390.40
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.42
Spread abs.: 0.02
Spread %: 1.96%
Delta: 0.49
Theta: -0.17
Omega: 17.73
Rho: 0.18
 

Quote data

Open: 1.11
High: 1.11
Low: 1.11
Previous Close: 1.00
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.67%
1 Month
  -66.87%
3 Months
  -86.55%
YTD
  -87.03%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.81 1.00
1M High / 1M Low: 3.80 1.00
6M High / 6M Low: 8.48 1.00
High (YTD): 2/6/2024 9.06
Low (YTD): 8/13/2024 1.00
52W High: - -
52W Low: - -
Avg. price 1W:   1.55
Avg. volume 1W:   0.00
Avg. price 1M:   2.52
Avg. volume 1M:   0.00
Avg. price 6M:   5.95
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   241.69%
Volatility 6M:   156.29%
Volatility 1Y:   -
Volatility 3Y:   -