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Soc. Generale Call 170 WM 20.09.2.../  DE000SV7HRS8  /

EUWAX
2024-06-21  9:24:30 AM Chg.+0.17 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
3.72EUR +4.79% -
Bid Size: -		 -
Ask Size: -		 Waste Management 170.00 USD 2024-09-20 Call
 

Master data

WKN: SV7HRS
Issuer: Société Générale
Currency: EUR
Underlying: Waste Management
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.06
Leverage: Yes

Calculated values

Fair value: 3.79
Intrinsic value: 3.65
Implied volatility: 0.29
Historic volatility: 0.15
Parity: 3.65
Time value: 0.21
Break-even: 197.59
Moneyness: 1.23
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.03
Omega: 4.77
Rho: 0.36
 

Quote data

Open: 3.72
High: 3.72
Low: 3.72
Previous Close: 3.55
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.61%
1 Month
  -1.06%
3 Months
  -10.58%
YTD  
+112.57%
1 Year  
+153.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.72 3.37
1M High / 1M Low: 3.87 2.99
6M High / 6M Low: 4.34 1.73
High (YTD): 2024-04-02 4.34
Low (YTD): 2024-01-08 1.73
52W High: 2024-04-02 4.34
52W Low: 2023-10-02 0.71
Avg. price 1W:   3.56
Avg. volume 1W:   0.00
Avg. price 1M:   3.40
Avg. volume 1M:   0.00
Avg. price 6M:   3.23
Avg. volume 6M:   0.00
Avg. price 1Y:   2.24
Avg. volume 1Y:   0.00
Volatility 1M:   107.95%
Volatility 6M:   82.11%
Volatility 1Y:   104.23%
Volatility 3Y:   -