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Soc. Generale Call 90 SNW 20.09.2.../  DE000SW1ZUS6  /

EUWAX
16/08/2024  08:14:41 Chg.+0.060 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.870EUR +7.41% -
Bid Size: -		 -
Ask Size: -		 SANOFI SA INHABER ... 90.00 EUR 20/09/2024 Call
 

Master data

WKN: SW1ZUS
Issuer: Société Générale
Currency: EUR
Underlying: SANOFI SA INHABER EO 2
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 20/09/2024
Issue date: 08/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.71
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.86
Implied volatility: 0.24
Historic volatility: 0.25
Parity: 0.86
Time value: 0.06
Break-even: 99.20
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 1.10%
Delta: 0.91
Theta: -0.03
Omega: 9.71
Rho: 0.07
 

Quote data

Open: 0.870
High: 0.870
Low: 0.870
Previous Close: 0.810
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.82%
1 Month  
+77.55%
3 Months  
+81.25%
YTD  
+47.46%
1 Year
  -38.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.670
1M High / 1M Low: 0.880 0.490
6M High / 6M Low: 0.880 0.230
High (YTD): 12/01/2024 0.980
Low (YTD): 19/04/2024 0.230
52W High: 12/10/2023 1.800
52W Low: 19/04/2024 0.230
Avg. price 1W:   0.772
Avg. volume 1W:   0.000
Avg. price 1M:   0.676
Avg. volume 1M:   0.000
Avg. price 6M:   0.472
Avg. volume 6M:   0.000
Avg. price 1Y:   0.729
Avg. volume 1Y:   0.000
Volatility 1M:   274.82%
Volatility 6M:   216.53%
Volatility 1Y:   185.39%
Volatility 3Y:   -