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Soc. Generale Call 150 AIL 21.06..../  DE000SV60B41  /

EUWAX
6/3/2024  8:44:19 AM Chg.+0.03 Bid2:26:31 PM Ask2:26:31 PM Underlying Strike price Expiration date Option type
3.13EUR +0.97% 3.31
Bid Size: 15,000		 3.34
Ask Size: 15,000		 AIR LIQUIDE INH. EO ... 150.00 EUR 6/21/2024 Call
 

Master data

WKN: SV60B4
Issuer: Société Générale
Currency: EUR
Underlying: AIR LIQUIDE INH. EO 5,50
Type: Warrant
Option type: Call
Strike price: 150.00 EUR
Maturity: 6/21/2024
Issue date: 6/2/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.73
Leverage: Yes

Calculated values

Fair value: 3.07
Intrinsic value: 3.05
Implied volatility: 0.59
Historic volatility: 0.17
Parity: 3.05
Time value: 0.10
Break-even: 181.50
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 0.96%
Delta: 0.93
Theta: -0.10
Omega: 5.33
Rho: 0.07
 

Quote data

Open: 3.13
High: 3.13
Low: 3.13
Previous Close: 3.10
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.95%
1 Month     0.00%
3 Months
  -21.95%
YTD  
+6.83%
1 Year  
+44.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.37 2.80
1M High / 1M Low: 3.75 2.80
6M High / 6M Low: 4.68 2.06
High (YTD): 3/21/2024 4.68
Low (YTD): 2/9/2024 2.06
52W High: 3/21/2024 4.68
52W Low: 10/20/2023 1.35
Avg. price 1W:   3.09
Avg. volume 1W:   0.00
Avg. price 1M:   3.32
Avg. volume 1M:   0.00
Avg. price 6M:   3.30
Avg. volume 6M:   0.00
Avg. price 1Y:   2.69
Avg. volume 1Y:   0.00
Volatility 1M:   100.09%
Volatility 6M:   105.77%
Volatility 1Y:   96.70%
Volatility 3Y:   -