Soc. Generale Call 7 PBB 20.09.20.../  DE000SW2BFP2  /

EUWAX
7/24/2024  6:12:16 PM Chg.- Bid8:02:01 AM Ask8:02:01 AM Underlying Strike price Expiration date Option type
0.050EUR - 0.050
Bid Size: 10,000
-
Ask Size: -
DT.PFANDBRIEFBK AG 7.00 EUR 9/20/2024 Call
 

Master data

WKN: SW2BFP
Issuer: Société Générale
Currency: EUR
Underlying: DT.PFANDBRIEFBK AG
Type: Warrant
Option type: Call
Strike price: 7.00 EUR
Maturity: 9/20/2024
Issue date: 8/16/2023
Last trading day: 9/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 106.63
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.40
Parity: -1.46
Time value: 0.05
Break-even: 7.05
Moneyness: 0.79
Premium: 0.27
Premium p.a.: 3.54
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.12
Theta: 0.00
Omega: 12.42
Rho: 0.00
 

Quote data

Open: 0.050
High: 0.066
Low: 0.036
Previous Close: 0.054
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month
  -39.02%
3 Months
  -61.54%
YTD
  -90.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.065 0.050
1M High / 1M Low: 0.130 0.049
6M High / 6M Low: 0.730 0.049
High (YTD): 3/7/2024 0.730
Low (YTD): 7/15/2024 0.049
52W High: - -
52W Low: - -
Avg. price 1W:   0.056
Avg. volume 1W:   0.000
Avg. price 1M:   0.068
Avg. volume 1M:   0.000
Avg. price 6M:   0.196
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   514.61%
Volatility 6M:   437.15%
Volatility 1Y:   -
Volatility 3Y:   -