Soc. Generale Call 6000 SX5E 21.0.../  DE000SW9A4L0  /

EUWAX
2024-07-25  5:14:25 PM Chg.-0.009 Bid5:56:50 PM Ask5:56:50 PM Underlying Strike price Expiration date Option type
0.074EUR -10.84% 0.075
Bid Size: 125,000
0.085
Ask Size: 125,000
DJ EURO STOXX 50 EUR... 6,000.00 EUR 2025-03-21 Call
 

Master data

WKN: SW9A4L
Issuer: Société Générale
Currency: EUR
Underlying: DJ EURO STOXX 50 EUR Price
Type: Warrant
Option type: Call
Strike price: 6,000.00 EUR
Maturity: 2025-03-21
Issue date: 2024-04-22
Last trading day: 2025-03-20
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 536.86
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.12
Parity: -11.68
Time value: 0.09
Break-even: 6,009.00
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 12.50%
Delta: 0.04
Theta: -0.12
Omega: 23.32
Rho: 1.31
 

Quote data

Open: 0.070
High: 0.074
Low: 0.068
Previous Close: 0.083
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.00%
1 Month
  -50.67%
3 Months
  -69.17%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.081
1M High / 1M Low: 0.160 0.081
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.089
Avg. volume 1W:   0.000
Avg. price 1M:   0.117
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   206.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -