Soc. Generale Call 70 OEWA 20.12..../  DE000SW94PB0  /

EUWAX
2024-11-15  9:52:39 AM Chg.+0.240 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.630EUR +61.54% -
Bid Size: -
-
Ask Size: -
VERBUND AG INH... 70.00 EUR 2024-12-20 Call
 

Master data

WKN: SW94PB
Issuer: Société Générale
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 2024-12-20
Issue date: 2024-05-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.08
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.56
Implied volatility: 0.45
Historic volatility: 0.26
Parity: 0.56
Time value: 0.19
Break-even: 77.50
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 0.31
Spread abs.: 0.04
Spread %: 5.63%
Delta: 0.74
Theta: -0.05
Omega: 7.50
Rho: 0.05
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+43.18%
1 Month
  -16.00%
3 Months
  -35.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.330
1M High / 1M Low: 0.990 0.330
6M High / 6M Low: 1.280 0.330
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.428
Avg. volume 1W:   0.000
Avg. price 1M:   0.699
Avg. volume 1M:   0.000
Avg. price 6M:   0.922
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   278.18%
Volatility 6M:   158.44%
Volatility 1Y:   -
Volatility 3Y:   -