Soc. Generale Call 6 BSD2 20.12.2.../  DE000SW9LE37  /

EUWAX
11/14/2024  9:37:55 AM Chg.0.000 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
BCO SANTANDER N.EO0,... 6.00 EUR 12/20/2024 Call
 

Master data

WKN: SW9LE3
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 6.00 EUR
Maturity: 12/20/2024
Issue date: 4/26/2024
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 220.18
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.24
Parity: -1.60
Time value: 0.02
Break-even: 6.02
Moneyness: 0.73
Premium: 0.37
Premium p.a.: 22.81
Spread abs.: 0.02
Spread %: 900.00%
Delta: 0.06
Theta: 0.00
Omega: 13.34
Rho: 0.00
 

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
  -66.67%
1 Month
  -94.44%
3 Months
  -95.65%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.001
1M High / 1M Low: 0.018 0.001
6M High / 6M Low: 0.100 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.035
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,184.29%
Volatility 6M:   514.37%
Volatility 1Y:   -
Volatility 3Y:   -