Soc. Generale Call 650 ZURN 21.03.../  DE000SW7UXN9  /

EUWAX
8/15/2024  9:22:40 AM Chg.0.000 Bid8/15/2024 Ask8/15/2024 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 350,000
0.020
Ask Size: 350,000
ZURICH INSURANCE N 650.00 CHF 3/21/2025 Call
 

Master data

WKN: SW7UXN
Issuer: Société Générale
Currency: EUR
Underlying: ZURICH INSURANCE N
Type: Warrant
Option type: Call
Strike price: 650.00 CHF
Maturity: 3/21/2025
Issue date: 3/18/2024
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 247.40
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.15
Parity: -1.87
Time value: 0.02
Break-even: 684.23
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 0.72
Spread abs.: 0.02
Spread %: 1,900.00%
Delta: 0.06
Theta: -0.03
Omega: 14.00
Rho: 0.16
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -66.67%
3 Months     0.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.003 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -