Soc. Generale Call 550 ZURN 20.09.../  DE000SW13P91  /

EUWAX
8/14/2024  8:54:33 AM Chg.0.000 Bid7:50:04 AM Ask7:50:04 AM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 30,000
0.021
Ask Size: 30,000
ZURICH INSURANCE N 550.00 CHF 9/20/2024 Call
 

Master data

WKN: SW13P9
Issuer: Société Générale
Currency: EUR
Underlying: ZURICH INSURANCE N
Type: Warrant
Option type: Call
Strike price: 550.00 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: 0.00
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.15
Parity: -0.93
Time value: 0.02
Break-even: 580.52
Moneyness: 0.84
Premium: 0.19
Premium p.a.: 4.78
Spread abs.: 0.02
Spread %: 1,900.00%
Delta: 0.08
Theta: -0.12
Omega: 19.67
Rho: 0.04
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     0.00%
YTD
  -75.00%
1 Year
  -88.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.016 0.001
High (YTD): 3/21/2024 0.016
Low (YTD): 8/14/2024 0.001
52W High: 3/21/2024 0.016
52W Low: 8/14/2024 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.003
Avg. volume 6M:   0.000
Avg. price 1Y:   0.005
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   1,374.85%
Volatility 1Y:   1,048.31%
Volatility 3Y:   -