Soc. Generale Call 52 SGM 20.09.2.../  DE000SW1ZC64  /

EUWAX
12/07/2024  08:11:06 Chg.-0.005 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
0.020EUR -20.00% -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 52.00 EUR 20/09/2024 Call
 

Master data

WKN: SW1ZC6
Issuer: Société Générale
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 20/09/2024
Issue date: 08/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 138.64
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.30
Parity: -1.32
Time value: 0.03
Break-even: 52.28
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 3.72
Spread abs.: 0.01
Spread %: 55.56%
Delta: 0.09
Theta: -0.01
Omega: 12.00
Rho: 0.01
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.025
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.04%
1 Month
  -64.29%
3 Months
  -79.17%
YTD
  -94.12%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.026 0.019
1M High / 1M Low: 0.060 0.017
6M High / 6M Low: 0.230 0.017
High (YTD): 02/01/2024 0.290
Low (YTD): 02/07/2024 0.017
52W High: - -
52W Low: - -
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.095
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   280.68%
Volatility 6M:   218.01%
Volatility 1Y:   -
Volatility 3Y:   -