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Soc. Generale Call 170 WM 20.06.2.../  DE000SV7HSA4  /

Frankfurt Zert./SG
2024-06-14  9:44:01 PM Chg.+0.240 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
4.190EUR +6.08% 4.180
Bid Size: 2,000		 4.200
Ask Size: 2,000		 Waste Management 170.00 USD 2025-06-20 Call
 

Master data

WKN: SV7HSA
Issuer: Société Générale
Currency: EUR
Underlying: Waste Management
Type: Warrant
Option type: Call
Strike price: 170.00 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: 4.52
Leverage: Yes

Calculated values

Fair value: 3.79
Intrinsic value: 3.14
Implied volatility: 0.26
Historic volatility: 0.15
Parity: 3.14
Time value: 1.07
Break-even: 200.91
Moneyness: 1.20
Premium: 0.06
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.48%
Delta: 0.83
Theta: -0.03
Omega: 3.76
Rho: 1.18
 

Quote data

Open: 3.880
High: 4.190
Low: 3.870
Previous Close: 3.950
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.44%
1 Month
  -8.91%
3 Months
  -13.25%
YTD  
+71.02%
1 Year  
+109.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.190 3.920
1M High / 1M Low: 4.820 3.900
6M High / 6M Low: 5.030 2.270
High (YTD): 2024-04-25 5.030
Low (YTD): 2024-01-08 2.420
52W High: 2024-04-25 5.030
52W Low: 2023-10-02 1.330
Avg. price 1W:   4.016
Avg. volume 1W:   0.000
Avg. price 1M:   4.323
Avg. volume 1M:   0.000
Avg. price 6M:   4.002
Avg. volume 6M:   0.000
Avg. price 1Y:   2.934
Avg. volume 1Y:   0.000
Volatility 1M:   65.97%
Volatility 6M:   58.56%
Volatility 1Y:   72.80%
Volatility 3Y:   -