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Soc. Generale Call 4.8 BSD2 20.09.../  DE000SW1ZKA5  /

EUWAX
8/30/2024  8:12:09 AM Chg.+0.007 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.032EUR +28.00% -
Bid Size: -		 -
Ask Size: -		 BCO SANTANDER N.EO0,... 4.80 EUR 9/20/2024 Call
 

Master data

WKN: SW1ZKA
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.80 EUR
Maturity: 9/20/2024
Issue date: 8/8/2023
Last trading day: 9/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 107.05
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.24
Parity: -0.30
Time value: 0.04
Break-even: 4.84
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 2.87
Spread abs.: 0.01
Spread %: 31.25%
Delta: 0.22
Theta: 0.00
Omega: 23.36
Rho: 0.00
 

Quote data

Open: 0.032
High: 0.032
Low: 0.032
Previous Close: 0.025
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+77.78%
1 Month
  -57.89%
3 Months
  -90.00%
YTD
  -64.44%
1 Year
  -62.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.032 0.016
1M High / 1M Low: 0.076 0.016
6M High / 6M Low: 0.420 0.016
High (YTD): 4/29/2024 0.420
Low (YTD): 8/26/2024 0.016
52W High: 4/29/2024 0.420
52W Low: 8/26/2024 0.016
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   0.164
Avg. volume 6M:   0.000
Avg. price 1Y:   0.119
Avg. volume 1Y:   0.000
Volatility 1M:   449.34%
Volatility 6M:   273.20%
Volatility 1Y:   220.32%
Volatility 3Y:   -