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Soc. Generale Call 500 ZURN 20.09.../  DE000SW13P83  /

EUWAX
8/14/2024  8:54:33 AM Chg.+0.003 Bid7:51:36 AM Ask7:51:36 AM Underlying Strike price Expiration date Option type
0.005EUR +150.00% 0.006
Bid Size: 30,000		 0.026
Ask Size: 30,000		 ZURICH INSURANCE N 500.00 CHF 9/20/2024 Call
 

Master data

WKN: SW13P8
Issuer: Société Générale
Currency: EUR
Underlying: ZURICH INSURANCE N
Type: Warrant
Option type: Call
Strike price: 500.00 CHF
Maturity: 9/20/2024
Issue date: 8/10/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 242.95
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.15
Parity: -0.40
Time value: 0.02
Break-even: 527.93
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 1.27
Spread abs.: 0.01
Spread %: 122.22%
Delta: 0.13
Theta: -0.10
Omega: 31.56
Rho: 0.06
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.002
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -87.50%
3 Months
  -75.00%
YTD
  -80.00%
1 Year
  -86.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.002
1M High / 1M Low: 0.041 0.001
6M High / 6M Low: 0.093 0.001
High (YTD): 3/21/2024 0.093
Low (YTD): 8/5/2024 0.001
52W High: 3/21/2024 0.093
52W Low: 8/5/2024 0.001
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.021
Avg. volume 1M:   0.000
Avg. price 6M:   0.042
Avg. volume 6M:   0.000
Avg. price 1Y:   0.038
Avg. volume 1Y:   0.000
Volatility 1M:   1,574.85%
Volatility 6M:   706.23%
Volatility 1Y:   512.70%
Volatility 3Y:   -