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

EUWAX
6/3/2024  8:28:07 AM Chg.-0.15 Bid9:23:11 AM Ask9:23:11 AM Underlying Strike price Expiration date Option type
6.93EUR -2.12% 6.88
Bid Size: 8,000		 6.95
Ask Size: 8,000		 KONINKL. PHILIPS EO ... 18.00 EUR 6/21/2024 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: 6/21/2024
Issue date: 5/24/2023
Last trading day: 6/20/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.48
Leverage: Yes

Calculated values

Fair value: 6.91
Intrinsic value: 6.88
Implied volatility: 1.11
Historic volatility: 0.37
Parity: 6.88
Time value: 0.26
Break-even: 25.14
Moneyness: 1.38
Premium: 0.01
Premium p.a.: 0.23
Spread abs.: 0.07
Spread %: 0.99%
Delta: 0.93
Theta: -0.03
Omega: 3.22
Rho: 0.01
 

Quote data

Open: 6.93
High: 6.93
Low: 6.93
Previous Close: 7.08
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.97%
1 Month  
+2.67%
3 Months  
+384.62%
YTD  
+77.24%
1 Year  
+139.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.08 6.73
1M High / 1M Low: 7.64 6.15
6M High / 6M Low: 8.33 1.15
High (YTD): 4/29/2024 8.33
Low (YTD): 4/19/2024 1.15
52W High: 4/29/2024 8.33
52W Low: 4/19/2024 1.15
Avg. price 1W:   6.92
Avg. volume 1W:   0.00
Avg. price 1M:   6.91
Avg. volume 1M:   0.00
Avg. price 6M:   3.27
Avg. volume 6M:   0.00
Avg. price 1Y:   3.12
Avg. volume 1Y:   0.00
Volatility 1M:   87.70%
Volatility 6M:   560.27%
Volatility 1Y:   402.78%
Volatility 3Y:   -