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

Frankfurt Zert./SG
2024-06-12  9:44:08 PM Chg.+0.080 Bid9:58:26 PM Ask2024-06-12 Underlying Strike price Expiration date Option type
0.890EUR +9.88% 0.900
Bid Size: 3,400		 -
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: 6.62
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.83
Implied volatility: 0.88
Historic volatility: 0.24
Parity: 0.83
Time value: 0.06
Break-even: 58.80
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.46
Spread abs.: 0.04
Spread %: 4.76%
Delta: 0.88
Theta: -0.09
Omega: 5.83
Rho: 0.01
 

Quote data

Open: 0.820
High: 0.970
Low: 0.820
Previous Close: 0.810
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.18%
1 Month
  -4.30%
3 Months  
+93.48%
YTD  
+423.53%
1 Year  
+102.27%
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:   0.936
Avg. volume 1W:   0.000
Avg. price 1M:   0.970
Avg. volume 1M:   0.000
Avg. price 6M:   0.518
Avg. volume 6M:   1,384
Avg. price 1Y:   0.356
Avg. volume 1Y:   1,093.750
Volatility 1M:   142.65%
Volatility 6M:   255.08%
Volatility 1Y:   221.62%
Volatility 3Y:   -