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Soc. Generale Call 160 WM 20.06.2.../  DE000SV7HR99  /

Frankfurt Zert./SG
2024-09-20  9:40:23 PM Chg.-0.030 Bid9:58:13 PM Ask9:58:13 PM Underlying Strike price Expiration date Option type
4.520EUR -0.66% 4.520
Bid Size: 2,000		 4.570
Ask Size: 2,000		 Waste Management 160.00 USD 2025-06-20 Call
 

Master data

WKN: SV7HR9
Issuer: Société Générale
Currency: EUR
Underlying: Waste Management
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2025-06-20
Issue date: 2023-06-15
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.97
Leverage: Yes

Calculated values

Fair value: 4.38
Intrinsic value: 4.00
Implied volatility: 0.28
Historic volatility: 0.16
Parity: 4.00
Time value: 0.62
Break-even: 189.58
Moneyness: 1.28
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.06
Spread %: 1.32%
Delta: 0.89
Theta: -0.03
Omega: 3.54
Rho: 0.88
 

Quote data

Open: 4.420
High: 4.530
Low: 4.400
Previous Close: 4.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.57%
1 Month
  -9.96%
3 Months
  -15.83%
YTD  
+47.71%
1 Year  
+111.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.930 4.400
1M High / 1M Low: 5.150 4.400
6M High / 6M Low: 6.470 4.210
High (YTD): 2024-07-18 6.470
Low (YTD): 2024-01-08 3.060
52W High: 2024-07-18 6.470
52W Low: 2023-10-02 1.790
Avg. price 1W:   4.580
Avg. volume 1W:   0.000
Avg. price 1M:   4.862
Avg. volume 1M:   0.000
Avg. price 6M:   5.241
Avg. volume 6M:   0.000
Avg. price 1Y:   4.302
Avg. volume 1Y:   0.000
Volatility 1M:   45.44%
Volatility 6M:   59.30%
Volatility 1Y:   65.19%
Volatility 3Y:   -