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Soc. Generale Call 75 WAF 20.09.2.../  DE000SW2BJM1  /

EUWAX
8/23/2024  6:14:13 PM Chg.-0.020 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.260EUR -7.14% -
Bid Size: -		 -
Ask Size: -		 SILTRONIC AG NA O.N. 75.00 EUR 9/20/2024 Call
 

Master data

WKN: SW2BJM
Issuer: Société Générale
Currency: EUR
Underlying: SILTRONIC AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 75.00 EUR
Maturity: 9/20/2024
Issue date: 8/16/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 25.64
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.31
Parity: -0.07
Time value: 0.29
Break-even: 77.90
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 0.88
Spread abs.: 0.03
Spread %: 11.54%
Delta: 0.50
Theta: -0.06
Omega: 12.77
Rho: 0.03
 

Quote data

Open: 0.280
High: 0.280
Low: 0.250
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.58%
1 Month
  -55.17%
3 Months
  -66.23%
YTD
  -86.32%
1 Year
  -79.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.260
1M High / 1M Low: 0.580 0.260
6M High / 6M Low: 1.920 0.260
High (YTD): 1/8/2024 2.240
Low (YTD): 8/23/2024 0.260
52W High: 11/29/2023 2.340
52W Low: 8/23/2024 0.260
Avg. price 1W:   0.306
Avg. volume 1W:   0.000
Avg. price 1M:   0.379
Avg. volume 1M:   0.000
Avg. price 6M:   0.850
Avg. volume 6M:   0.000
Avg. price 1Y:   1.281
Avg. volume 1Y:   0.000
Volatility 1M:   253.73%
Volatility 6M:   206.50%
Volatility 1Y:   165.00%
Volatility 3Y:   -