OverviewChartNewsTraderScreen

Soc. Generale Call 54 0B2 21.06.2.../  DE000SV6DYS5  /

Frankfurt Zert./SG
2024-06-13  12:17:14 PM Chg.+0.060 Bid12:57:23 PM Ask- Underlying Strike price Expiration date Option type
0.560EUR +12.00% 0.530
Bid Size: 5,700		 -
Ask Size: -		 BAWAG GROUP AG 54.00 EUR 2024-06-21 Call
 

Master data

WKN: SV6DYS
Issuer: Société Générale
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 54.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.75
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.55
Implied volatility: 0.73
Historic volatility: 0.24
Parity: 0.55
Time value: 0.07
Break-even: 60.10
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.64
Spread abs.: 0.07
Spread %: 12.96%
Delta: 0.83
Theta: -0.11
Omega: 8.09
Rho: 0.01
 

Quote data

Open: 0.530
High: 0.610
Low: 0.530
Previous Close: 0.500
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.20%
1 Month  
+14.29%
3 Months  
+143.48%
YTD  
+522.22%
1 Year  
+86.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.420
1M High / 1M Low: 0.750 0.420
6M High / 6M Low: 0.750 0.032
High (YTD): 2024-05-28 0.750
Low (YTD): 2024-01-17 0.032
52W High: 2024-05-28 0.750
52W Low: 2023-10-27 0.029
Avg. price 1W:   0.526
Avg. volume 1W:   0.000
Avg. price 1M:   0.582
Avg. volume 1M:   0.000
Avg. price 6M:   0.285
Avg. volume 6M:   0.000
Avg. price 1Y:   0.207
Avg. volume 1Y:   384.609
Volatility 1M:   240.23%
Volatility 6M:   317.35%
Volatility 1Y:   265.35%
Volatility 3Y:   -