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Soc. Generale Call 42 G1A 20.09.2.../  DE000SW1ZPB2  /

EUWAX
11/09/2024  18:09:20 Chg.-0.011 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.058EUR -15.94% -
Bid Size: -		 -
Ask Size: -		 GEA GROUP AG 42.00 EUR 20/09/2024 Call
 

Master data

WKN: SW1ZPB
Issuer: Société Générale
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 42.00 EUR
Maturity: 20/09/2024
Issue date: 08/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 43.12
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.03
Implied volatility: 0.31
Historic volatility: 0.20
Parity: 0.03
Time value: 0.07
Break-even: 42.98
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.98
Spread abs.: 0.01
Spread %: 11.36%
Delta: 0.57
Theta: -0.05
Omega: 24.44
Rho: 0.01
 

Quote data

Open: 0.067
High: 0.078
Low: 0.054
Previous Close: 0.069
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.45%
1 Month  
+11.54%
3 Months
  -9.38%
YTD
  -58.57%
1 Year
  -74.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.069 0.042
1M High / 1M Low: 0.100 0.038
6M High / 6M Low: 0.170 0.034
High (YTD): 22/03/2024 0.170
Low (YTD): 05/08/2024 0.034
52W High: 15/09/2023 0.230
52W Low: 05/08/2024 0.034
Avg. price 1W:   0.060
Avg. volume 1W:   0.000
Avg. price 1M:   0.059
Avg. volume 1M:   0.000
Avg. price 6M:   0.078
Avg. volume 6M:   0.000
Avg. price 1Y:   0.092
Avg. volume 1Y:   0.000
Volatility 1M:   376.65%
Volatility 6M:   283.96%
Volatility 1Y:   248.30%
Volatility 3Y:   -