Soc. Generale Call 54 MO 20.12.20.../  DE000SW70JF4  /

EUWAX
8/8/2024  8:45:42 AM Chg.+0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.098EUR +11.36% -
Bid Size: -
-
Ask Size: -
Altria Group Inc 54.00 USD 12/20/2024 Call
 

Master data

WKN: SW70JF
Issuer: Société Générale
Currency: EUR
Underlying: Altria Group Inc
Type: Warrant
Option type: Call
Strike price: 54.00 USD
Maturity: 12/20/2024
Issue date: 3/20/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.62
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -0.36
Time value: 0.11
Break-even: 50.52
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.32
Theta: -0.01
Omega: 13.44
Rho: 0.05
 

Quote data

Open: 0.098
High: 0.098
Low: 0.098
Previous Close: 0.088
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.89%
1 Month  
+262.96%
3 Months  
+653.85%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.088
1M High / 1M Low: 0.120 0.027
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.073
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   334.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -