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Soc. Generale Call 220 WM 20.12.2.../  DE000SV47964  /

Frankfurt Zert./SG
19/06/2024  21:35:40 Chg.0.000 Bid21:59:59 Ask21:59:59 Underlying Strike price Expiration date Option type
0.660EUR 0.00% 0.690
Bid Size: 5,000		 0.750
Ask Size: 5,000		 Waste Management 220.00 USD 20/12/2024 Call
 

Master data

WKN: SV4796
Issuer: Société Générale
Currency: EUR
Underlying: Waste Management
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 20/12/2024
Issue date: 11/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.66
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -1.13
Time value: 0.70
Break-even: 211.87
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 2.94%
Delta: 0.41
Theta: -0.03
Omega: 11.35
Rho: 0.37
 

Quote data

Open: 0.640
High: 0.670
Low: 0.630
Previous Close: 0.660
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+40.43%
1 Month
  -21.43%
3 Months
  -42.61%
YTD  
+153.85%
1 Year  
+73.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.460
1M High / 1M Low: 0.860 0.460
6M High / 6M Low: 1.200 0.240
High (YTD): 27/03/2024 1.200
Low (YTD): 10/01/2024 0.250
52W High: 27/03/2024 1.200
52W Low: 02/10/2023 0.120
Avg. price 1W:   0.550
Avg. volume 1W:   0.000
Avg. price 1M:   0.633
Avg. volume 1M:   0.000
Avg. price 6M:   0.716
Avg. volume 6M:   4
Avg. price 1Y:   0.472
Avg. volume 1Y:   1.953
Volatility 1M:   179.97%
Volatility 6M:   152.01%
Volatility 1Y:   152.56%
Volatility 3Y:   -