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Soc. Generale Call 85 GILD 20.09..../  DE000SW1YW53  /

EUWAX
9/3/2024  9:37:37 AM Chg.+0.001 Bid1:14:39 PM Ask1:14:39 PM Underlying Strike price Expiration date Option type
0.009EUR +12.50% 0.011
Bid Size: 10,000		 0.023
Ask Size: 10,000		 Gilead Sciences Inc 85.00 USD 9/20/2024 Call
 

Master data

WKN: SW1YW5
Issuer: Société Générale
Currency: EUR
Underlying: Gilead Sciences Inc
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 9/20/2024
Issue date: 8/7/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 274.55
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.21
Parity: -0.54
Time value: 0.03
Break-even: 77.06
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 4.18
Spread abs.: 0.01
Spread %: 62.50%
Delta: 0.12
Theta: -0.03
Omega: 34.20
Rho: 0.00
 

Quote data

Open: 0.009
High: 0.009
Low: 0.009
Previous Close: 0.008
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -87.84%
3 Months
  -35.71%
YTD
  -98.20%
1 Year
  -98.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.003
1M High / 1M Low: 0.078 0.003
6M High / 6M Low: 0.200 0.003
High (YTD): 1/19/2024 0.820
Low (YTD): 8/28/2024 0.003
52W High: 1/19/2024 0.820
52W Low: 8/28/2024 0.003
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.022
Avg. volume 1M:   0.000
Avg. price 6M:   0.054
Avg. volume 6M:   0.000
Avg. price 1Y:   0.237
Avg. volume 1Y:   0.000
Volatility 1M:   1,558.31%
Volatility 6M:   888.66%
Volatility 1Y:   639.39%
Volatility 3Y:   -