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Soc. Generale Call 210 TRV 21.06..../  DE000SV9WSC5  /

EUWAX
2024-06-07  8:49:59 AM Chg.+0.030 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.190EUR +18.75% -
Bid Size: -		 -
Ask Size: -		 The Travelers Compan... 210.00 USD 2024-06-21 Call
 

Master data

WKN: SV9WSC
Issuer: Société Générale
Currency: EUR
Underlying: The Travelers Companies Inc
Type: Warrant
Option type: Call
Strike price: 210.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-19
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.07
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.27
Implied volatility: 0.21
Historic volatility: 0.17
Parity: 0.27
Time value: 0.21
Break-even: 199.22
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.34
Spread abs.: 0.02
Spread %: 4.35%
Delta: 0.66
Theta: -0.12
Omega: 27.02
Rho: 0.04
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -57.78%
1 Month
  -76.83%
3 Months
  -86.81%
YTD
  -51.28%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.160
1M High / 1M Low: 0.970 0.160
6M High / 6M Low: 2.090 0.160
High (YTD): 2024-04-08 2.090
Low (YTD): 2024-06-06 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.296
Avg. volume 1W:   0.000
Avg. price 1M:   0.562
Avg. volume 1M:   0.000
Avg. price 6M:   1.026
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   529.13%
Volatility 6M:   287.71%
Volatility 1Y:   -
Volatility 3Y:   -