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Soc. Generale Call 95 SNW 20.09.2.../  DE000SW1ZUT4  /

EUWAX
8/16/2024  8:14:41 AM Chg.+0.050 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.480EUR +11.63% -
Bid Size: -		 -
Ask Size: -		 SANOFI SA INHABER ... 95.00 EUR 9/20/2024 Call
 

Master data

WKN: SW1ZUT
Issuer: Société Générale
Currency: EUR
Underlying: SANOFI SA INHABER EO 2
Type: Warrant
Option type: Call
Strike price: 95.00 EUR
Maturity: 9/20/2024
Issue date: 8/8/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.33
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.36
Implied volatility: 0.23
Historic volatility: 0.25
Parity: 0.36
Time value: 0.15
Break-even: 100.10
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 2.00%
Delta: 0.73
Theta: -0.04
Omega: 14.05
Rho: 0.06
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+41.18%
1 Month  
+84.62%
3 Months  
+84.62%
YTD  
+26.32%
1 Year
  -56.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.340
1M High / 1M Low: 0.530 0.260
6M High / 6M Low: 0.530 0.130
High (YTD): 1/12/2024 0.690
Low (YTD): 4/19/2024 0.130
52W High: 10/13/2023 1.440
52W Low: 4/19/2024 0.130
Avg. price 1W:   0.408
Avg. volume 1W:   0.000
Avg. price 1M:   0.368
Avg. volume 1M:   0.000
Avg. price 6M:   0.263
Avg. volume 6M:   0.000
Avg. price 1Y:   0.499
Avg. volume 1Y:   0.000
Volatility 1M:   351.54%
Volatility 6M:   263.13%
Volatility 1Y:   217.97%
Volatility 3Y:   -