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Soc. Generale Call 560 TMO 20.12..../  DE000SH82MW9  /

EUWAX
18/10/2024  09:33:54 Chg.-0.020 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.480EUR -4.00% -
Bid Size: -		 -
Ask Size: -		 Thermo Fisher Scient... 560.00 USD 20/12/2024 Call
 

Master data

WKN: SH82MW
Issuer: Société Générale
Currency: EUR
Underlying: Thermo Fisher Scientific Inc
Type: Warrant
Option type: Call
Strike price: 560.00 USD
Maturity: 20/12/2024
Issue date: 25/04/2022
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 10.45
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.38
Implied volatility: 0.32
Historic volatility: 0.19
Parity: 0.38
Time value: 0.15
Break-even: 568.28
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 1.92%
Delta: 0.74
Theta: -0.22
Omega: 7.78
Rho: 0.61
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.35%
1 Month
  -20.00%
3 Months  
+50.00%
YTD
  -11.11%
1 Year  
+26.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.470
1M High / 1M Low: 0.630 0.440
6M High / 6M Low: 0.750 0.280
High (YTD): 12/03/2024 0.820
Low (YTD): 10/07/2024 0.280
52W High: 12/03/2024 0.820
52W Low: 27/10/2023 0.220
Avg. price 1W:   0.498
Avg. volume 1W:   0.000
Avg. price 1M:   0.535
Avg. volume 1M:   0.000
Avg. price 6M:   0.537
Avg. volume 6M:   0.000
Avg. price 1Y:   0.527
Avg. volume 1Y:   0.000
Volatility 1M:   152.55%
Volatility 6M:   155.21%
Volatility 1Y:   138.16%
Volatility 3Y:   -