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Soc. Generale Call 18 PHI1 21.06..../  DE000SV6P2V1  /

EUWAX
13/06/2024  08:28:52 Chg.-0.01 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
6.26EUR -0.16% -
Bid Size: -		 -
Ask Size: -		 KONINKL. PHILIPS EO ... 18.00 EUR 21/06/2024 Call
 

Master data

WKN: SV6P2V
Issuer: Société Générale
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 18.00 EUR
Maturity: 21/06/2024
Issue date: 24/05/2023
Last trading day: 20/06/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.64
Leverage: Yes

Calculated values

Fair value: 6.56
Intrinsic value: 6.55
Implied volatility: 1.51
Historic volatility: 0.37
Parity: 6.55
Time value: 0.19
Break-even: 24.74
Moneyness: 1.36
Premium: 0.01
Premium p.a.: 0.42
Spread abs.: 0.28
Spread %: 4.33%
Delta: 0.93
Theta: -0.05
Omega: 3.40
Rho: 0.00
 

Quote data

Open: 6.26
High: 6.26
Low: 6.26
Previous Close: 6.27
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.68%
1 Month
  -9.80%
3 Months  
+184.55%
YTD  
+60.10%
1 Year  
+109.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.39 5.98
1M High / 1M Low: 7.64 5.98
6M High / 6M Low: 8.33 1.15
High (YTD): 29/04/2024 8.33
Low (YTD): 19/04/2024 1.15
52W High: 29/04/2024 8.33
52W Low: 19/04/2024 1.15
Avg. price 1W:   6.18
Avg. volume 1W:   0.00
Avg. price 1M:   6.73
Avg. volume 1M:   0.00
Avg. price 6M:   3.56
Avg. volume 6M:   0.00
Avg. price 1Y:   3.24
Avg. volume 1Y:   0.00
Volatility 1M:   82.16%
Volatility 6M:   556.42%
Volatility 1Y:   401.42%
Volatility 3Y:   -