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Soc. Generale Call 4.2 DEZ 20.09..../  DE000SW2Z634  /

EUWAX
30/08/2024  18:19:22 Chg.+0.040 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.560EUR +7.69% -
Bid Size: -		 -
Ask Size: -		 DEUTZ AG O.N. 4.20 EUR 20/09/2024 Call
 

Master data

WKN: SW2Z63
Issuer: Société Générale
Currency: EUR
Underlying: DEUTZ AG O.N.
Type: Warrant
Option type: Call
Strike price: 4.20 EUR
Maturity: 20/09/2024
Issue date: 01/09/2023
Last trading day: 19/09/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.30
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.54
Implied volatility: 0.71
Historic volatility: 0.40
Parity: 0.54
Time value: 0.11
Break-even: 4.85
Moneyness: 1.13
Premium: 0.02
Premium p.a.: 0.50
Spread abs.: 0.05
Spread %: 8.33%
Delta: 0.80
Theta: -0.01
Omega: 5.81
Rho: 0.00
 

Quote data

Open: 0.510
High: 0.620
Low: 0.510
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.82%
1 Month
  -30.86%
3 Months
  -51.72%
YTD
  -41.67%
1 Year
  -25.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.490
1M High / 1M Low: 0.810 0.420
6M High / 6M Low: 2.100 0.420
High (YTD): 11/04/2024 2.100
Low (YTD): 12/08/2024 0.420
52W High: 11/04/2024 2.100
52W Low: 25/10/2023 0.350
Avg. price 1W:   0.526
Avg. volume 1W:   0.000
Avg. price 1M:   0.554
Avg. volume 1M:   0.000
Avg. price 6M:   1.337
Avg. volume 6M:   0.000
Avg. price 1Y:   1.110
Avg. volume 1Y:   15.686
Volatility 1M:   157.28%
Volatility 6M:   183.53%
Volatility 1Y:   157.33%
Volatility 3Y:   -