Soc. Generale Call 56 SGM 20.09.2.../  DE000SW1ZC80  /

EUWAX
2024-06-27  8:11:04 AM Chg.-0.006 Bid12:20:43 PM Ask12:20:43 PM Underlying Strike price Expiration date Option type
0.009EUR -40.00% 0.010
Bid Size: 175,000
0.020
Ask Size: 175,000
STMICROELECTRONICS 56.00 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZC8
Issuer: Société Générale
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 56.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 175.43
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.30
Parity: -1.92
Time value: 0.02
Break-even: 56.21
Moneyness: 0.66
Premium: 0.53
Premium p.a.: 5.14
Spread abs.: 0.01
Spread %: 90.91%
Delta: 0.06
Theta: -0.01
Omega: 10.43
Rho: 0.00
 

Quote data

Open: 0.009
High: 0.009
Low: 0.009
Previous Close: 0.015
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -68.97%
1 Month
  -67.86%
3 Months
  -88.75%
YTD
  -96.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.029 0.015
1M High / 1M Low: 0.042 0.015
6M High / 6M Low: 0.240 0.015
High (YTD): 2024-01-02 0.200
Low (YTD): 2024-06-26 0.015
52W High: - -
52W Low: - -
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.030
Avg. volume 1M:   0.000
Avg. price 6M:   0.077
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   246.05%
Volatility 6M:   206.57%
Volatility 1Y:   -
Volatility 3Y:   -