Soc. Generale Call 46 GM 20.12.20.../  DE000SW8K062  /

EUWAX
10/18/2024  8:48:31 AM Chg.+0.020 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.460EUR +4.55% -
Bid Size: -
-
Ask Size: -
General Motors Compa... 46.00 USD 12/20/2024 Call
 

Master data

WKN: SW8K06
Issuer: Société Générale
Currency: EUR
Underlying: General Motors Company
Type: Warrant
Option type: Call
Strike price: 46.00 USD
Maturity: 12/20/2024
Issue date: 4/4/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.50
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.31
Implied volatility: 0.39
Historic volatility: 0.28
Parity: 0.31
Time value: 0.17
Break-even: 47.28
Moneyness: 1.07
Premium: 0.04
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 2.13%
Delta: 0.71
Theta: -0.02
Omega: 6.75
Rho: 0.05
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.32%
1 Month
  -4.17%
3 Months
  -23.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.380
1M High / 1M Low: 0.480 0.240
6M High / 6M Low: 0.610 0.140
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.418
Avg. volume 1W:   0.000
Avg. price 1M:   0.351
Avg. volume 1M:   0.000
Avg. price 6M:   0.380
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   201.45%
Volatility 6M:   196.35%
Volatility 1Y:   -
Volatility 3Y:   -