OverviewChartNewsTraderScreen

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

EUWAX
2024-05-24  8:19:20 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.840EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 52.00 EUR 2024-06-21 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: 2024-06-21
Issue date: 2023-05-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.22
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.96
Implied volatility: 0.43
Historic volatility: 0.24
Parity: 0.96
Time value: 0.04
Break-even: 61.90
Moneyness: 1.18
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 4.21%
Delta: 0.94
Theta: -0.02
Omega: 5.83
Rho: 0.04
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.840
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.25%
1 Month  
+27.27%
3 Months  
+546.15%
YTD  
+500.00%
1 Year  
+154.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.750
1M High / 1M Low: 0.870 0.460
6M High / 6M Low: 0.870 0.057
High (YTD): 2024-05-22 0.870
Low (YTD): 2024-01-17 0.057
52W High: 2024-05-22 0.870
52W Low: 2023-10-27 0.050
Avg. price 1W:   0.816
Avg. volume 1W:   0.000
Avg. price 1M:   0.691
Avg. volume 1M:   0.000
Avg. price 6M:   0.338
Avg. volume 6M:   0.000
Avg. price 1Y:   0.261
Avg. volume 1Y:   0.000
Volatility 1M:   207.39%
Volatility 6M:   253.03%
Volatility 1Y:   219.64%
Volatility 3Y:   -