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

EUWAX
2024-06-24  8:19:27 AM Chg.-0.11 Bid7:05:09 PM Ask7:05:09 PM Underlying Strike price Expiration date Option type
0.98EUR -10.09% 1.03
Bid Size: 3,000		 1.05
Ask Size: 3,000		 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: 4.34
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.84
Implied volatility: 0.37
Historic volatility: 0.23
Parity: 0.84
Time value: 0.17
Break-even: 4.50
Moneyness: 1.24
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.01%
Delta: 0.85
Theta: 0.00
Omega: 3.66
Rho: 0.01
 

Quote data

Open: 0.98
High: 0.98
Low: 0.98
Previous Close: 1.09
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -27.41%
3 Months  
+12.64%
YTD  
+66.10%
1 Year  
+237.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.12 1.05
1M High / 1M Low: 1.46 1.05
6M High / 6M Low: 1.48 0.40
High (YTD): 2024-04-29 1.48
Low (YTD): 2024-01-29 0.40
52W High: 2024-04-29 1.48
52W Low: 2023-06-26 0.29
Avg. price 1W:   1.08
Avg. volume 1W:   0.00
Avg. price 1M:   1.27
Avg. volume 1M:   0.00
Avg. price 6M:   0.91
Avg. volume 6M:   0.00
Avg. price 1Y:   0.71
Avg. volume 1Y:   0.00
Volatility 1M:   76.75%
Volatility 6M:   92.66%
Volatility 1Y:   97.65%
Volatility 3Y:   -