OverviewChartNewsTraderScreen

Soc. Generale Call 1.5 BARC 21.06.../  DE000SV48WA6  /

EUWAX
2024-06-04  9:24:06 AM Chg.-0.070 Bid3:34:42 PM Ask3:34:42 PM Underlying Strike price Expiration date Option type
0.800EUR -8.05% 0.780
Bid Size: 70,000		 0.800
Ask Size: 70,000		 Barclays PLC ORD 25P 1.50 GBP 2024-06-21 Call
 

Master data

WKN: SV48WA
Issuer: Société Générale
Currency: EUR
Underlying: Barclays PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 1.50 GBP
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.08
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.82
Implied volatility: 1.13
Historic volatility: 0.29
Parity: 0.82
Time value: 0.02
Break-even: 2.60
Moneyness: 1.47
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 2.44%
Delta: 0.96
Theta: 0.00
Omega: 2.94
Rho: 0.00
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.870
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+26.98%
3 Months  
+166.67%
YTD  
+370.59%
1 Year  
+142.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.760
1M High / 1M Low: 0.870 0.630
6M High / 6M Low: 0.870 0.080
High (YTD): 2024-06-03 0.870
Low (YTD): 2024-02-14 0.080
52W High: 2024-06-03 0.870
52W Low: 2023-11-01 0.077
Avg. price 1W:   0.808
Avg. volume 1W:   0.000
Avg. price 1M:   0.759
Avg. volume 1M:   0.000
Avg. price 6M:   0.345
Avg. volume 6M:   0.000
Avg. price 1Y:   0.280
Avg. volume 1Y:   0.000
Volatility 1M:   71.79%
Volatility 6M:   157.58%
Volatility 1Y:   147.52%
Volatility 3Y:   -