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Soc. Generale Call 170 UWS 21.06..../  DE000SV44K74  /

Frankfurt Zert./SG
2024-06-13  9:48:50 PM Chg.+0.040 Bid9:59:51 PM Ask- Underlying Strike price Expiration date Option type
2.880EUR +1.41% -
Bid Size: -		 -
Ask Size: -		 WASTE MANAGEMENT 170.00 - 2024-06-21 Call
 

Master data

WKN: SV44K7
Issuer: Société Générale
Currency: EUR
Underlying: WASTE MANAGEMENT
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.68
Leverage: Yes

Calculated values

Fair value: 2.36
Intrinsic value: 2.36
Implied volatility: 2.65
Historic volatility: 0.15
Parity: 2.36
Time value: 0.54
Break-even: 199.00
Moneyness: 1.14
Premium: 0.03
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.78
Theta: -2.84
Omega: 5.19
Rho: 0.01
 

Quote data

Open: 2.670
High: 2.880
Low: 2.670
Previous Close: 2.840
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -19.10%
3 Months
  -23.61%
YTD  
+98.62%
1 Year  
+134.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.880 2.880
1M High / 1M Low: 3.720 2.810
6M High / 6M Low: 4.030 1.410
High (YTD): 2024-04-25 4.030
Low (YTD): 2024-01-08 1.410
52W High: 2024-04-25 4.030
52W Low: 2023-10-02 0.500
Avg. price 1W:   2.880
Avg. volume 1W:   0.000
Avg. price 1M:   3.225
Avg. volume 1M:   0.000
Avg. price 6M:   3.024
Avg. volume 6M:   0.000
Avg. price 1Y:   1.990
Avg. volume 1Y:   0.000
Volatility 1M:   101.00%
Volatility 6M:   85.92%
Volatility 1Y:   121.81%
Volatility 3Y:   -