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Soc. Generale Call 2.05 INR 21.06.../  DE000SV1SPY0  /

EUWAX
17/05/2024  09:13:52 Chg.-0.020 Bid22:00:47 Ask22:00:47 Underlying Strike price Expiration date Option type
0.140EUR -12.50% -
Bid Size: -		 -
Ask Size: -		 INTERN.CONS.AIRL.GR. 2.05 EUR 21/06/2024 Call
 

Master data

WKN: SV1SPY
Issuer: Société Générale
Currency: EUR
Underlying: INTERN.CONS.AIRL.GR.
Type: Warrant
Option type: Call
Strike price: 2.05 EUR
Maturity: 21/06/2024
Issue date: 03/03/2023
Last trading day: 21/06/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 13.85
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.03
Implied volatility: 0.53
Historic volatility: 0.28
Parity: 0.03
Time value: 0.12
Break-even: 2.20
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.84
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.57
Theta: 0.00
Omega: 7.95
Rho: 0.00
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month  
+16.67%
3 Months  
+191.67%
YTD  
+7.69%
1 Year
  -57.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.140
1M High / 1M Low: 0.220 0.130
6M High / 6M Low: 0.220 0.048
High (YTD): 14/05/2024 0.220
Low (YTD): 05/03/2024 0.048
52W High: 15/06/2023 0.380
52W Low: 05/03/2024 0.048
Avg. price 1W:   0.178
Avg. volume 1W:   0.000
Avg. price 1M:   0.167
Avg. volume 1M:   0.000
Avg. price 6M:   0.122
Avg. volume 6M:   0.000
Avg. price 1Y:   0.180
Avg. volume 1Y:   0.000
Volatility 1M:   203.21%
Volatility 6M:   204.82%
Volatility 1Y:   161.03%
Volatility 3Y:   -