Soc. Generale Call 42 0B2 20.09.2.../  DE000SW3XH10  /

EUWAX
29/08/2024  09:23:58 Chg.+0.04 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
2.65EUR +1.53% -
Bid Size: -
-
Ask Size: -
BAWAG GROUP AG 42.00 EUR 20/09/2024 Call
 

Master data

WKN: SW3XH1
Issuer: Société Générale
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 42.00 EUR
Maturity: 20/09/2024
Issue date: 25/09/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.53
Leverage: Yes

Calculated values

Fair value: 2.69
Intrinsic value: 2.69
Implied volatility: 1.17
Historic volatility: 0.24
Parity: 2.69
Time value: 0.04
Break-even: 69.20
Moneyness: 1.64
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.08
Spread %: 3.03%
Delta: 0.97
Theta: -0.03
Omega: 2.45
Rho: 0.02
 

Quote data

Open: 2.65
High: 2.65
Low: 2.65
Previous Close: 2.61
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.00%
1 Month  
+5.16%
3 Months  
+32.50%
YTD  
+278.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.63 2.50
1M High / 1M Low: 2.63 1.92
6M High / 6M Low: 2.63 0.98
High (YTD): 26/08/2024 2.63
Low (YTD): 17/01/2024 0.51
52W High: - -
52W Low: - -
Avg. price 1W:   2.59
Avg. volume 1W:   0.00
Avg. price 1M:   2.41
Avg. volume 1M:   0.00
Avg. price 6M:   1.87
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.32%
Volatility 6M:   81.91%
Volatility 1Y:   -
Volatility 3Y:   -