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Soc. Generale Call 30 AXA 20.12.2.../  DE000SV6DYL0  /

Frankfurt Zert./SG
2024-06-07  9:43:06 PM Chg.-0.010 Bid9:47:48 PM Ask9:47:48 PM Underlying Strike price Expiration date Option type
0.450EUR -2.17% 0.450
Bid Size: 10,000		 0.460
Ask Size: 10,000		 AXA S.A. INH. EO... 30.00 EUR 2024-12-20 Call
 

Master data

WKN: SV6DYL
Issuer: Société Générale
Currency: EUR
Underlying: AXA S.A. INH. EO 2,29
Type: Warrant
Option type: Call
Strike price: 30.00 EUR
Maturity: 2024-12-20
Issue date: 2023-05-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.96
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.34
Implied volatility: 0.25
Historic volatility: 0.16
Parity: 0.34
Time value: 0.14
Break-even: 34.80
Moneyness: 1.11
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 2.13%
Delta: 0.79
Theta: -0.01
Omega: 5.47
Rho: 0.12
 

Quote data

Open: 0.460
High: 0.460
Low: 0.430
Previous Close: 0.460
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.17%
1 Month
  -6.25%
3 Months  
+7.14%
YTD  
+114.29%
1 Year  
+136.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.430
1M High / 1M Low: 0.520 0.430
6M High / 6M Low: 0.530 0.190
High (YTD): 2024-04-03 0.530
Low (YTD): 2024-01-17 0.190
52W High: 2024-04-03 0.530
52W Low: 2023-07-10 0.099
Avg. price 1W:   0.452
Avg. volume 1W:   0.000
Avg. price 1M:   0.483
Avg. volume 1M:   0.000
Avg. price 6M:   0.360
Avg. volume 6M:   0.000
Avg. price 1Y:   0.264
Avg. volume 1Y:   0.000
Volatility 1M:   70.02%
Volatility 6M:   93.58%
Volatility 1Y:   107.74%
Volatility 3Y:   -