Soc. Generale Call 70 NDA 21.03.2.../  DE000SW8GKC6  /

EUWAX
11/14/2024  2:05:14 PM Chg.+0.05 Bid2:15:30 PM Ask2:15:30 PM Underlying Strike price Expiration date Option type
1.31EUR +3.97% 1.33
Bid Size: 8,000
1.35
Ask Size: 8,000
AURUBIS AG 70.00 EUR 3/21/2025 Call
 

Master data

WKN: SW8GKC
Issuer: Société Générale
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 3/21/2025
Issue date: 4/3/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.13
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 0.72
Implied volatility: 0.47
Historic volatility: 0.36
Parity: 0.72
Time value: 0.54
Break-even: 82.60
Moneyness: 1.10
Premium: 0.07
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 1.61%
Delta: 0.70
Theta: -0.03
Omega: 4.31
Rho: 0.14
 

Quote data

Open: 1.25
High: 1.31
Low: 1.23
Previous Close: 1.26
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.12%
1 Month  
+211.90%
3 Months  
+129.82%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.68 1.19
1M High / 1M Low: 1.68 0.37
6M High / 6M Low: 1.78 0.37
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.49
Avg. volume 1W:   0.00
Avg. price 1M:   0.92
Avg. volume 1M:   0.00
Avg. price 6M:   0.99
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   234.10%
Volatility 6M:   173.77%
Volatility 1Y:   -
Volatility 3Y:   -