Soc. Generale Call 60 NWT 16.01.2.../  DE000SW8QTZ7  /

EUWAX
2024-08-02  9:09:54 AM Chg.-0.120 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.600EUR -16.67% -
Bid Size: -
-
Ask Size: -
WELLS FARGO + CO.DL ... 60.00 - 2026-01-16 Call
 

Master data

WKN: SW8QTZ
Issuer: Société Générale
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2026-01-16
Issue date: 2024-04-08
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.61
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.22
Parity: -1.12
Time value: 0.46
Break-even: 64.60
Moneyness: 0.81
Premium: 0.32
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 2.22%
Delta: 0.42
Theta: -0.01
Omega: 4.42
Rho: 0.23
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.720
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month
  -32.58%
3 Months
  -32.58%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.600
1M High / 1M Low: 0.890 0.600
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.730
Avg. volume 1W:   0.000
Avg. price 1M:   0.762
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -