Soc. Generale Call 750 EMSN 20.12.../  DE000SW982C8  /

EUWAX
12/07/2024  10:13:28 Chg.-0.280 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
0.250EUR -52.83% -
Bid Size: -
-
Ask Size: -
EMS-CHEMIE N 750.00 CHF 20/12/2024 Call
 

Master data

WKN: SW982C
Issuer: Société Générale
Currency: EUR
Underlying: EMS-CHEMIE N
Type: Warrant
Option type: Call
Strike price: 750.00 CHF
Maturity: 20/12/2024
Issue date: 13/05/2024
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 13.42
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.21
Implied volatility: 0.20
Historic volatility: 0.18
Parity: 0.21
Time value: 0.38
Break-even: 829.48
Moneyness: 1.03
Premium: 0.05
Premium p.a.: 0.11
Spread abs.: 0.09
Spread %: 18.00%
Delta: 0.65
Theta: -0.16
Omega: 8.76
Rho: 2.02
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.48%
1 Month
  -21.88%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.420
1M High / 1M Low: 0.560 0.310
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.488
Avg. volume 1W:   0.000
Avg. price 1M:   0.374
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -