Soc. Generale Call 70 NWT 21.03.2.../  DE000SW7LCY9  /

EUWAX
15/11/2024  08:23:51 Chg.-0.020 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.620EUR -3.13% -
Bid Size: -
-
Ask Size: -
WELLS FARGO + CO.DL ... 70.00 - 21/03/2025 Call
 

Master data

WKN: SW7LCY
Issuer: Société Générale
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 21/03/2025
Issue date: 12/03/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.05
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.06
Implied volatility: 0.44
Historic volatility: 0.27
Parity: 0.06
Time value: 0.72
Break-even: 77.80
Moneyness: 1.01
Premium: 0.10
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 1.30%
Delta: 0.58
Theta: -0.03
Omega: 5.26
Rho: 0.11
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.78%
1 Month  
+181.82%
3 Months  
+1069.81%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.550
1M High / 1M Low: 0.640 0.220
6M High / 6M Low: 0.640 0.030
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.614
Avg. volume 1W:   0.000
Avg. price 1M:   0.362
Avg. volume 1M:   0.000
Avg. price 6M:   0.172
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   440.07%
Volatility 6M:   350.88%
Volatility 1Y:   -
Volatility 3Y:   -