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Soc. Generale Call 4 BSD2 20.09.2.../  DE000SW1ZJ67  /

EUWAX
9/9/2024  8:13:26 AM Chg.-0.060 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.360EUR -14.29% -
Bid Size: -		 -
Ask Size: -		 BCO SANTANDER N.EO0,... 4.00 EUR 9/20/2024 Call
 

Master data

WKN: SW1ZJ6
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.00 EUR
Maturity: 9/20/2024
Issue date: 8/8/2023
Last trading day: 9/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 13.01
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.29
Implied volatility: 0.46
Historic volatility: 0.24
Parity: 0.29
Time value: 0.04
Break-even: 4.33
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.83
Theta: 0.00
Omega: 10.74
Rho: 0.00
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.41%
1 Month  
+50.00%
3 Months
  -57.65%
YTD  
+33.33%
1 Year  
+89.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.350
1M High / 1M Low: 0.520 0.220
6M High / 6M Low: 0.990 0.200
High (YTD): 4/29/2024 0.990
Low (YTD): 1/29/2024 0.130
52W High: 4/29/2024 0.990
52W Low: 1/29/2024 0.130
Avg. price 1W:   0.426
Avg. volume 1W:   0.000
Avg. price 1M:   0.356
Avg. volume 1M:   0.000
Avg. price 6M:   0.598
Avg. volume 6M:   140.476
Avg. price 1Y:   0.416
Avg. volume 1Y:   769.091
Volatility 1M:   213.07%
Volatility 6M:   173.16%
Volatility 1Y:   164.40%
Volatility 3Y:   -