OverviewChartNewsTraderScreen

Soc. Generale Call 140 WM 21.03.2.../  DE000SV7HRZ3  /

Frankfurt Zert./SG
6/19/2024  9:50:49 PM Chg.-0.070 Bid6/19/2024 Ask- Underlying Strike price Expiration date Option type
6.650EUR -1.04% 6.650
Bid Size: 2,000		 -
Ask Size: -		 Waste Management 140.00 USD 3/21/2025 Call
 

Master data

WKN: SV7HRZ
Issuer: Société Générale
Currency: EUR
Underlying: Waste Management
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 3/21/2025
Issue date: 6/15/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.86
Leverage: Yes

Calculated values

Fair value: 6.67
Intrinsic value: 6.32
Implied volatility: 0.30
Historic volatility: 0.15
Parity: 6.32
Time value: 0.44
Break-even: 197.97
Moneyness: 1.48
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.02
Omega: 2.75
Rho: 0.89
 

Quote data

Open: 6.600
High: 6.650
Low: 6.560
Previous Close: 6.720
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.48%
1 Month
  -2.06%
3 Months
  -3.76%
YTD  
+55.74%
1 Year  
+83.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.720 6.130
1M High / 1M Low: 6.970 6.060
6M High / 6M Low: 7.260 4.220
High (YTD): 4/25/2024 7.260
Low (YTD): 1/5/2024 4.270
52W High: 4/25/2024 7.260
52W Low: 10/2/2023 2.690
Avg. price 1W:   6.512
Avg. volume 1W:   0.000
Avg. price 1M:   6.489
Avg. volume 1M:   0.000
Avg. price 6M:   6.158
Avg. volume 6M:   0.000
Avg. price 1Y:   4.818
Avg. volume 1Y:   0.000
Volatility 1M:   53.31%
Volatility 6M:   42.86%
Volatility 1Y:   53.34%
Volatility 3Y:   -