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Soc. Generale Call 150 WM 20.12.2.../  DE000SV7HRV2  /

Frankfurt Zert./SG
2024-06-19  9:51:47 PM Chg.-0.060 Bid2024-06-19 Ask- Underlying Strike price Expiration date Option type
5.590EUR -1.06% 5.590
Bid Size: 2,000		 -
Ask Size: -		 Waste Management 150.00 USD 2024-12-20 Call
 

Master data

WKN: SV7HRV
Issuer: Société Générale
Currency: EUR
Underlying: Waste Management
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2024-12-20
Issue date: 2023-06-15
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.40
Leverage: Yes

Calculated values

Fair value: 5.64
Intrinsic value: 5.39
Implied volatility: 0.27
Historic volatility: 0.15
Parity: 5.39
Time value: 0.30
Break-even: 196.58
Moneyness: 1.39
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.02
Omega: 3.30
Rho: 0.66
 

Quote data

Open: 5.530
High: 5.590
Low: 5.490
Previous Close: 5.650
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.91%
1 Month
  -5.09%
3 Months
  -7.45%
YTD  
+67.37%
1 Year  
+98.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.650 5.040
1M High / 1M Low: 5.920 5.020
6M High / 6M Low: 6.220 3.280
High (YTD): 2024-04-25 6.220
Low (YTD): 2024-01-08 3.330
52W High: 2024-04-25 6.220
52W Low: 2023-10-02 1.880
Avg. price 1W:   5.338
Avg. volume 1W:   0.000
Avg. price 1M:   5.422
Avg. volume 1M:   0.000
Avg. price 6M:   5.118
Avg. volume 6M:   0.000
Avg. price 1Y:   3.866
Avg. volume 1Y:   0.000
Volatility 1M:   61.62%
Volatility 6M:   50.39%
Volatility 1Y:   64.78%
Volatility 3Y:   -