Soc. Generale Call 44.45 IXD1 20..../  DE000SW1ZQU0  /

EUWAX
2024-08-02  8:12:09 AM Chg.-0.020 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.200EUR -9.09% -
Bid Size: -
-
Ask Size: -
INDITEX INH. EO... 44.45 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZQU
Issuer: Société Générale
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 44.45 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 9.88:1
Exercise type: American
Quanto: -
Gearing: 18.17
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.04
Implied volatility: 0.33
Historic volatility: 0.19
Parity: 0.04
Time value: 0.21
Break-even: 46.92
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.57
Theta: -0.02
Omega: 10.39
Rho: 0.03
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.04%
1 Month
  -42.86%
3 Months
  -20.00%
YTD  
+33.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.220
1M High / 1M Low: 0.400 0.220
6M High / 6M Low: 0.490 0.090
High (YTD): 2024-06-21 0.490
Low (YTD): 2024-02-08 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.297
Avg. volume 1M:   0.000
Avg. price 6M:   0.291
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   173.47%
Volatility 6M:   214.63%
Volatility 1Y:   -
Volatility 3Y:   -