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Soc. Generale Call 4 BSD2 20.12.2.../  DE000SW1QJ43  /

EUWAX
11/12/2024  8:12:06 AM Chg.-0.080 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.490EUR -14.04% -
Bid Size: -		 -
Ask Size: -		 BCO SANTANDER N.EO0,... 4.00 EUR 12/20/2024 Call
 

Master data

WKN: SW1QJ4
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.00 EUR
Maturity: 12/20/2024
Issue date: 8/1/2023
Last trading day: 12/20/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 7.94
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.53
Implied volatility: 0.35
Historic volatility: 0.24
Parity: 0.53
Time value: 0.04
Break-even: 4.57
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.79%
Delta: 0.88
Theta: 0.00
Omega: 7.02
Rho: 0.00
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.570
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.87%
1 Month
  -12.50%
3 Months  
+40.00%
YTD  
+44.12%
1 Year  
+75.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.520
1M High / 1M Low: 0.680 0.470
6M High / 6M Low: 1.000 0.280
High (YTD): 4/29/2024 1.020
Low (YTD): 1/29/2024 0.200
52W High: 4/29/2024 1.020
52W Low: 1/29/2024 0.200
Avg. price 1W:   0.592
Avg. volume 1W:   0.000
Avg. price 1M:   0.574
Avg. volume 1M:   0.000
Avg. price 6M:   0.607
Avg. volume 6M:   0.000
Avg. price 1Y:   0.523
Avg. volume 1Y:   0.000
Volatility 1M:   160.01%
Volatility 6M:   147.93%
Volatility 1Y:   134.60%
Volatility 3Y:   -