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

EUWAX
2024-05-24  8:21:34 AM Chg.-0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.640EUR -1.54% -
Bid Size: -		 -
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: 7.79
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.76
Implied volatility: 0.35
Historic volatility: 0.24
Parity: 0.76
Time value: 0.04
Break-even: 61.90
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 5.33%
Delta: 0.93
Theta: -0.02
Omega: 7.22
Rho: 0.04
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.650
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.13%
1 Month  
+25.49%
3 Months  
+619.10%
YTD  
+619.10%
1 Year  
+128.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.570
1M High / 1M Low: 0.670 0.310
6M High / 6M Low: 0.670 0.032
High (YTD): 2024-05-22 0.670
Low (YTD): 2024-01-17 0.032
52W High: 2024-05-22 0.670
52W Low: 2023-10-27 0.029
Avg. price 1W:   0.626
Avg. volume 1W:   0.000
Avg. price 1M:   0.515
Avg. volume 1M:   0.000
Avg. price 6M:   0.232
Avg. volume 6M:   0.000
Avg. price 1Y:   0.188
Avg. volume 1Y:   0.000
Volatility 1M:   262.28%
Volatility 6M:   301.24%
Volatility 1Y:   251.96%
Volatility 3Y:   -