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Soc. Generale Call 500 URI 21.06..../  DE000SV7AEV5  /

EUWAX
2024-06-13  9:24:08 AM Chg.- Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
10.30EUR - -
Bid Size: -		 -
Ask Size: -		 United Rentals 500.00 - 2024-06-21 Call
 

Master data

WKN: SV7AEV
Issuer: Société Générale
Currency: EUR
Underlying: United Rentals
Type: Warrant
Option type: Call
Strike price: 500.00 -
Maturity: 2024-06-21
Issue date: 2023-06-09
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.89
Leverage: Yes

Calculated values

Fair value: 7.60
Intrinsic value: 7.58
Implied volatility: 3.30
Historic volatility: 0.32
Parity: 7.58
Time value: 4.19
Break-even: 617.70
Moneyness: 1.15
Premium: 0.07
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.72
Theta: -8.39
Omega: 3.52
Rho: 0.03
 

Quote data

Open: 10.30
High: 10.30
Low: 10.30
Previous Close: 10.55
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -13.08%
1 Month
  -34.10%
3 Months
  -36.30%
YTD
  -0.19%
1 Year  
+201.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.19 10.30
1M High / 1M Low: 17.50 10.30
6M High / 6M Low: 20.30 7.87
High (YTD): 2024-03-22 20.30
Low (YTD): 2024-01-05 7.87
52W High: 2024-03-22 20.30
52W Low: 2023-10-27 2.28
Avg. price 1W:   11.22
Avg. volume 1W:   0.00
Avg. price 1M:   13.49
Avg. volume 1M:   0.00
Avg. price 6M:   14.33
Avg. volume 6M:   0.00
Avg. price 1Y:   9.35
Avg. volume 1Y:   0.00
Volatility 1M:   139.05%
Volatility 6M:   133.54%
Volatility 1Y:   148.73%
Volatility 3Y:   -