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Soc. Generale Call 24 PHI1 21.06..../  DE000SV49DV0  /

EUWAX
6/7/2024  9:27:15 AM Chg.+0.021 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.086EUR +32.31% -
Bid Size: -		 -
Ask Size: -		 KONINKL. PHILIPS EO ... 24.00 EUR 6/21/2024 Call
 

Master data

WKN: SV49DV
Issuer: Société Générale
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 6/21/2024
Issue date: 5/11/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 34.08
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.02
Implied volatility: 0.31
Historic volatility: 0.37
Parity: 0.02
Time value: 0.05
Break-even: 24.71
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.72
Spread abs.: 0.01
Spread %: 16.39%
Delta: 0.58
Theta: -0.02
Omega: 19.61
Rho: 0.01
 

Quote data

Open: 0.086
High: 0.086
Low: 0.086
Previous Close: 0.065
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.57%
1 Month
  -21.82%
3 Months  
+760.00%
YTD  
+6.17%
1 Year  
+21.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.065
1M High / 1M Low: 0.210 0.065
6M High / 6M Low: 0.300 0.005
High (YTD): 4/29/2024 0.300
Low (YTD): 4/19/2024 0.005
52W High: 4/29/2024 0.300
52W Low: 4/19/2024 0.005
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.137
Avg. volume 1M:   0.000
Avg. price 6M:   0.059
Avg. volume 6M:   0.000
Avg. price 1Y:   0.067
Avg. volume 1Y:   0.000
Volatility 1M:   308.80%
Volatility 6M:   6,802.88%
Volatility 1Y:   4,802.37%
Volatility 3Y:   -