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Soc. Generale Call 40 G1A 20.09.2.../  DE000SW1ZPA4  /

EUWAX
12/09/2024  15:05:39 Chg.+0.010 Bid15:52:39 Ask15:52:39 Underlying Strike price Expiration date Option type
0.210EUR +5.00% 0.210
Bid Size: 10,000		 0.230
Ask Size: 10,000		 GEA GROUP AG 40.00 EUR 20/09/2024 Call
 

Master data

WKN: SW1ZPA
Issuer: Société Générale
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 20/09/2024
Issue date: 08/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.18
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.21
Implied volatility: 0.53
Historic volatility: 0.20
Parity: 0.21
Time value: 0.05
Break-even: 42.60
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.79
Spread abs.: 0.02
Spread %: 8.33%
Delta: 0.75
Theta: -0.07
Omega: 12.18
Rho: 0.01
 

Quote data

Open: 0.220
High: 0.230
Low: 0.200
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.00%
1 Month  
+61.54%
3 Months  
+75.00%
YTD     0.00%
1 Year
  -27.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.160
1M High / 1M Low: 0.250 0.130
6M High / 6M Low: 0.250 0.089
High (YTD): 30/08/2024 0.250
Low (YTD): 06/08/2024 0.089
52W High: 15/09/2023 0.300
52W Low: 06/08/2024 0.089
Avg. price 1W:   0.196
Avg. volume 1W:   0.000
Avg. price 1M:   0.173
Avg. volume 1M:   0.000
Avg. price 6M:   0.154
Avg. volume 6M:   0.000
Avg. price 1Y:   0.155
Avg. volume 1Y:   0.000
Volatility 1M:   218.93%
Volatility 6M:   223.50%
Volatility 1Y:   206.26%
Volatility 3Y:   -