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

EUWAX
12/07/2024  08:11:06 Chg.-0.002 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
0.009EUR -18.18% -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 56.00 EUR 20/09/2024 Call
 

Master data

WKN: SW1ZC8
Issuer: Société Générale
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 56.00 EUR
Maturity: 20/09/2024
Issue date: 08/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 194.10
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.30
Parity: -1.72
Time value: 0.02
Break-even: 56.20
Moneyness: 0.69
Premium: 0.45
Premium p.a.: 5.88
Spread abs.: 0.01
Spread %: 150.00%
Delta: 0.06
Theta: -0.01
Omega: 11.64
Rho: 0.00
 

Quote data

Open: 0.009
High: 0.009
Low: 0.009
Previous Close: 0.011
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -75.68%
3 Months
  -86.96%
YTD
  -96.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.014 0.008
1M High / 1M Low: 0.042 0.007
6M High / 6M Low: 0.150 0.007
High (YTD): 02/01/2024 0.200
Low (YTD): 02/07/2024 0.007
52W High: - -
52W Low: - -
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   0.064
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   387.90%
Volatility 6M:   241.81%
Volatility 1Y:   -
Volatility 3Y:   -