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Soc. Generale Call 46 0B2 21.06.2.../  DE000SV6DYR7  /

Frankfurt Zert./SG
2024-05-24  9:44:57 PM Chg.+0.080 Bid2024-05-24 Ask2024-05-24 Underlying Strike price Expiration date Option type
1.520EUR +5.56% 1.520
Bid Size: 2,000		 1.610
Ask Size: 2,000		 BAWAG GROUP AG 46.00 EUR 2024-06-21 Call
 

Master data

WKN: SV6DYR
Issuer: Société Générale
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 46.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.87
Leverage: Yes

Calculated values

Fair value: 1.57
Intrinsic value: 1.56
Implied volatility: 0.67
Historic volatility: 0.24
Parity: 1.56
Time value: 0.04
Break-even: 61.90
Moneyness: 1.34
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 2.58%
Delta: 0.96
Theta: -0.02
Omega: 3.70
Rho: 0.03
 

Quote data

Open: 1.430
High: 1.520
Low: 1.430
Previous Close: 1.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.59%
1 Month  
+27.73%
3 Months  
+237.78%
YTD  
+270.73%
1 Year  
+186.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.520 1.370
1M High / 1M Low: 1.520 0.980
6M High / 6M Low: 1.520 0.240
High (YTD): 2024-05-24 1.520
Low (YTD): 2024-01-17 0.240
52W High: 2024-05-24 1.520
52W Low: 2023-10-27 0.150
Avg. price 1W:   1.430
Avg. volume 1W:   0.000
Avg. price 1M:   1.259
Avg. volume 1M:   0.000
Avg. price 6M:   0.746
Avg. volume 6M:   0.000
Avg. price 1Y:   0.557
Avg. volume 1Y:   0.000
Volatility 1M:   113.05%
Volatility 6M:   159.23%
Volatility 1Y:   152.97%
Volatility 3Y:   -