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Soc. Generale Call 52 0B2 21.06.2.../  DE000SV6DJ78  /

Frankfurt Zert./SG
12/06/2024  19:05:55 Chg.+0.090 Bid12/06/2024 Ask12/06/2024 Underlying Strike price Expiration date Option type
0.710EUR +14.52% 0.710
Bid Size: 4,300		 -
Ask Size: -		 BAWAG GROUP AG 52.00 EUR 21/06/2024 Call
 

Master data

WKN: SV6DJ7
Issuer: Société Générale
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 21/06/2024
Issue date: 16/05/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.57
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.63
Implied volatility: 0.72
Historic volatility: 0.24
Parity: 0.63
Time value: 0.06
Break-even: 58.80
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.46
Spread abs.: 0.04
Spread %: 6.25%
Delta: 0.86
Theta: -0.09
Omega: 7.35
Rho: 0.01
 

Quote data

Open: 0.730
High: 0.780
Low: 0.710
Previous Close: 0.620
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.13%
1 Month
  -5.33%
3 Months  
+115.15%
YTD  
+373.33%
1 Year  
+91.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.620
1M High / 1M Low: 0.950 0.620
6M High / 6M Low: 0.950 0.057
High (YTD): 28/05/2024 0.950
Low (YTD): 17/01/2024 0.057
52W High: 28/05/2024 0.950
52W Low: 27/10/2023 0.050
Avg. price 1W:   0.742
Avg. volume 1W:   0.000
Avg. price 1M:   0.780
Avg. volume 1M:   0.000
Avg. price 6M:   0.400
Avg. volume 6M:   0.000
Avg. price 1Y:   0.286
Avg. volume 1Y:   0.000
Volatility 1M:   175.13%
Volatility 6M:   275.16%
Volatility 1Y:   233.17%
Volatility 3Y:   -