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Soc. Generale Call 90 RDC 20.12.2.../  DE000SW31MT1  /

EUWAX
2024-10-31  8:48:58 AM Chg.-0.15 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
5.56EUR -2.63% -
Bid Size: -		 -
Ask Size: -		 REDCARE PHARMACY INH... 90.00 EUR 2024-12-20 Call
 

Master data

WKN: SW31MT
Issuer: Société Générale
Currency: EUR
Underlying: REDCARE PHARMACY INH.
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 2024-12-20
Issue date: 2023-09-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.44
Leverage: Yes

Calculated values

Fair value: 5.79
Intrinsic value: 5.75
Implied volatility: 1.12
Historic volatility: 0.45
Parity: 5.75
Time value: 0.30
Break-even: 150.50
Moneyness: 1.64
Premium: 0.02
Premium p.a.: 0.16
Spread abs.: 0.32
Spread %: 5.58%
Delta: 0.92
Theta: -0.10
Omega: 2.24
Rho: 0.10
 

Quote data

Open: 5.56
High: 5.56
Low: 5.56
Previous Close: 5.71
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.50%
1 Month  
+24.66%
3 Months
  -5.12%
YTD  
+0.54%
1 Year  
+59.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.24 5.27
1M High / 1M Low: 6.24 4.45
6M High / 6M Low: 6.24 2.12
High (YTD): 2024-04-04 7.07
Low (YTD): 2024-05-22 2.12
52W High: 2024-04-04 7.07
52W Low: 2024-05-22 2.12
Avg. price 1W:   5.75
Avg. volume 1W:   0.00
Avg. price 1M:   5.21
Avg. volume 1M:   0.00
Avg. price 6M:   4.32
Avg. volume 6M:   0.00
Avg. price 1Y:   4.89
Avg. volume 1Y:   0.00
Volatility 1M:   67.90%
Volatility 6M:   147.35%
Volatility 1Y:   122.96%
Volatility 3Y:   -