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Soc. Generale Call 50 0B2 21.06.2.../  DE000SV6EG62  /

Frankfurt Zert./SG
2024-06-13  11:04:09 AM Chg.+0.080 Bid11:33:04 AM Ask- Underlying Strike price Expiration date Option type
0.970EUR +8.99% 0.960
Bid Size: 5,000		 -
Ask Size: -		 BAWAG GROUP AG 50.00 EUR 2024-06-21 Call
 

Master data

WKN: SV6EG6
Issuer: Société Générale
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.89
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.95
Implied volatility: 1.08
Historic volatility: 0.24
Parity: 0.95
Time value: 0.07
Break-even: 60.10
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.64
Spread abs.: 0.07
Spread %: 7.45%
Delta: 0.88
Theta: -0.12
Omega: 5.17
Rho: 0.01
 

Quote data

Open: 0.920
High: 1.020
Low: 0.920
Previous Close: 0.890
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.96%
1 Month  
+15.48%
3 Months  
+90.20%
YTD  
+470.59%
1 Year  
+136.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.810
1M High / 1M Low: 1.150 0.810
6M High / 6M Low: 1.150 0.065
High (YTD): 2024-05-28 1.150
Low (YTD): 2024-01-17 0.065
52W High: 2024-05-28 1.150
52W Low: 2023-10-27 0.053
Avg. price 1W:   0.918
Avg. volume 1W:   0.000
Avg. price 1M:   0.967
Avg. volume 1M:   0.000
Avg. price 6M:   0.524
Avg. volume 6M:   1,384
Avg. price 1Y:   0.358
Avg. volume 1Y:   1,093.750
Volatility 1M:   142.97%
Volatility 6M:   255.01%
Volatility 1Y:   221.64%
Volatility 3Y:   -