OverviewChartNewsTraderScreen

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

EUWAX
9/12/2024  1:05:26 PM Chg.0.000 Bid1:56:40 PM Ask1:56:40 PM Underlying Strike price Expiration date Option type
0.200EUR 0.00% 0.220
Bid Size: 10,000		 0.240
Ask Size: 10,000		 GEA GROUP AG 40.00 EUR 9/20/2024 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: 9/20/2024
Issue date: 8/8/2023
Last trading day: 9/19/2024
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     0.00%
1 Month  
+53.85%
3 Months  
+66.67%
YTD
  -4.76%
1 Year
  -31.03%
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): 8/30/2024 0.250
Low (YTD): 8/6/2024 0.089
52W High: 9/15/2023 0.300
52W Low: 8/6/2024 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:   -