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Soc. Generale Call 86 SY1 21.03.2.../  DE000SW3Y023  /

EUWAX
2024-12-23  6:09:35 PM Chg.-0.03 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.64EUR -1.80% -
Bid Size: -		 -
Ask Size: -		 SYMRISE AG INH. O.N. 86.00 EUR 2025-03-21 Call
 

Master data

WKN: SW3Y02
Issuer: Société Générale
Currency: EUR
Underlying: SYMRISE AG INH. O.N.
Type: Warrant
Option type: Call
Strike price: 86.00 EUR
Maturity: 2025-03-21
Issue date: 2023-09-26
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.00
Leverage: Yes

Calculated values

Fair value: 1.60
Intrinsic value: 1.54
Implied volatility: 0.32
Historic volatility: 0.18
Parity: 1.54
Time value: 0.16
Break-even: 102.90
Moneyness: 1.18
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 1.20%
Delta: 0.88
Theta: -0.02
Omega: 5.29
Rho: 0.17
 

Quote data

Open: 1.65
High: 1.71
Low: 1.64
Previous Close: 1.67
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.87%
1 Month
  -18.41%
3 Months
  -57.84%
YTD
  -23.72%
1 Year
  -21.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.78 1.64
1M High / 1M Low: 2.01 1.64
6M High / 6M Low: 3.99 1.64
High (YTD): 2024-09-30 3.99
Low (YTD): 2024-01-23 1.58
52W High: 2024-09-30 3.99
52W Low: 2024-01-23 1.58
Avg. price 1W:   1.70
Avg. volume 1W:   0.00
Avg. price 1M:   1.86
Avg. volume 1M:   0.00
Avg. price 6M:   2.91
Avg. volume 6M:   0.00
Avg. price 1Y:   2.62
Avg. volume 1Y:   0.00
Volatility 1M:   63.45%
Volatility 6M:   61.05%
Volatility 1Y:   67.25%
Volatility 3Y:   -