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Soc. Generale Call 4.6 BSD2 21.06.../  DE000SV9QEM6  /

EUWAX
2024-06-10  9:30:34 AM Chg.-0.040 Bid3:48:28 PM Ask3:48:28 PM Underlying Strike price Expiration date Option type
0.150EUR -21.05% 0.150
Bid Size: 50,000		 0.160
Ask Size: 50,000		 BCO SANTANDER N.EO0,... 4.60 EUR 2024-06-21 Call
 

Master data

WKN: SV9QEM
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.60 EUR
Maturity: 2024-06-21
Issue date: 2023-07-14
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 24.92
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.13
Implied volatility: 0.33
Historic volatility: 0.23
Parity: 0.13
Time value: 0.06
Break-even: 4.79
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.71
Theta: 0.00
Omega: 17.67
Rho: 0.00
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -51.61%
1 Month
  -48.28%
3 Months  
+219.15%
YTD  
+141.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.150
1M High / 1M Low: 0.330 0.150
6M High / 6M Low: 0.400 0.025
High (YTD): 2024-04-29 0.400
Low (YTD): 2024-01-30 0.025
52W High: - -
52W Low: - -
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.258
Avg. volume 1M:   0.000
Avg. price 6M:   0.122
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   281.53%
Volatility 6M:   238.47%
Volatility 1Y:   -
Volatility 3Y:   -