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Soc. Generale Call 3.5 BSD2 20.12.../  DE000SV6EG05  /

EUWAX
2024-09-26  8:21:42 AM Chg.+0.01 Bid5:50:53 PM Ask5:50:53 PM Underlying Strike price Expiration date Option type
1.06EUR +0.95% 1.15
Bid Size: 2,700		 1.17
Ask Size: 2,700		 BCO SANTANDER N.EO0,... 3.50 EUR 2024-12-20 Call
 

Master data

WKN: SV6EG0
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 3.50 EUR
Maturity: 2024-12-20
Issue date: 2023-05-16
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.31
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 1.02
Implied volatility: 0.25
Historic volatility: 0.24
Parity: 1.02
Time value: 0.03
Break-even: 4.55
Moneyness: 1.29
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.96%
Delta: 0.99
Theta: 0.00
Omega: 4.26
Rho: 0.01
 

Quote data

Open: 1.06
High: 1.06
Low: 1.06
Previous Close: 1.05
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.85%
1 Month  
+19.10%
3 Months  
+4.95%
YTD  
+79.66%
1 Year  
+165.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.10 1.01
1M High / 1M Low: 1.10 0.86
6M High / 6M Low: 1.48 0.60
High (YTD): 2024-04-29 1.48
Low (YTD): 2024-01-29 0.40
52W High: 2024-04-29 1.48
52W Low: 2023-10-24 0.39
Avg. price 1W:   1.06
Avg. volume 1W:   0.00
Avg. price 1M:   0.96
Avg. volume 1M:   0.00
Avg. price 6M:   1.09
Avg. volume 6M:   0.00
Avg. price 1Y:   0.83
Avg. volume 1Y:   0.00
Volatility 1M:   92.05%
Volatility 6M:   95.47%
Volatility 1Y:   98.56%
Volatility 3Y:   -