Soc. Generale Call 88 NKE 20.03.2.../  DE000SW70097  /

EUWAX
02/08/2024  08:43:23 Chg.-0.070 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.750EUR -8.54% -
Bid Size: -
-
Ask Size: -
Nike Inc 88.00 USD 20/03/2026 Call
 

Master data

WKN: SW7009
Issuer: Société Générale
Currency: EUR
Underlying: Nike Inc
Type: Warrant
Option type: Call
Strike price: 88.00 USD
Maturity: 20/03/2026
Issue date: 20/03/2024
Last trading day: 19/03/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.67
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.30
Parity: -1.31
Time value: 0.79
Break-even: 89.48
Moneyness: 0.84
Premium: 0.31
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.28%
Delta: 0.47
Theta: -0.01
Omega: 4.04
Rho: 0.39
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.820
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.17%
1 Month
  -14.77%
3 Months
  -58.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.720
1M High / 1M Low: 0.880 0.650
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.780
Avg. volume 1W:   0.000
Avg. price 1M:   0.754
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -