Soc. Generale Call 44 0B2 20.09.2.../  DE000SW3XH28  /

EUWAX
29/08/2024  09:23:58 Chg.+0.04 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
2.45EUR +1.66% -
Bid Size: -
-
Ask Size: -
BAWAG GROUP AG 44.00 EUR 20/09/2024 Call
 

Master data

WKN: SW3XH2
Issuer: Société Générale
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 44.00 EUR
Maturity: 20/09/2024
Issue date: 25/09/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.73
Leverage: Yes

Calculated values

Fair value: 2.49
Intrinsic value: 2.49
Implied volatility: 1.07
Historic volatility: 0.24
Parity: 2.49
Time value: 0.04
Break-even: 69.20
Moneyness: 1.56
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.08
Spread %: 3.28%
Delta: 0.97
Theta: -0.03
Omega: 2.64
Rho: 0.02
 

Quote data

Open: 2.45
High: 2.45
Low: 2.45
Previous Close: 2.41
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.52%
1 Month  
+5.60%
3 Months  
+35.36%
YTD  
+337.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.44 2.30
1M High / 1M Low: 2.44 1.72
6M High / 6M Low: 2.44 0.80
High (YTD): 26/08/2024 2.44
Low (YTD): 17/01/2024 0.38
52W High: - -
52W Low: - -
Avg. price 1W:   2.39
Avg. volume 1W:   0.00
Avg. price 1M:   2.22
Avg. volume 1M:   0.00
Avg. price 6M:   1.68
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.36%
Volatility 6M:   91.32%
Volatility 1Y:   -
Volatility 3Y:   -