Soc. Generale Call 55 SCHW 20.09.2024
/ DE000SV7HWH1
Soc. Generale Call 55 SCHW 20.09..../ DE000SV7HWH1 /
| 07/06/2024 09:51:04 |
Chg.-0.01 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.68EUR |
-0.59% |
-
Bid Size: - |
-
Ask Size: - |
Charles Schwab Corpo... |
55.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
SV7HWH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
15/06/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.27 |
| Parity: |
1.34 |
| Time value: |
0.50 |
| Break-even: |
73.40 |
| Moneyness: |
1.24 |
| Premium: |
0.07 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.78 |
| Theta: |
-0.04 |
| Omega: |
2.90 |
| Rho: |
0.10 |
Quote data
| Open: |
1.68 |
| High: |
1.68 |
| Low: |
1.68 |
| Previous Close: |
1.69 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.53% |
| 1 Month |
|
|
-12.04% |
| 3 Months |
|
|
+21.74% |
| YTD |
|
|
+1.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.69 |
1.54 |
| 1M High / 1M Low: |
2.13 |
1.39 |
| 6M High / 6M Low: |
2.13 |
0.99 |
| High (YTD): |
22/05/2024 |
2.13 |
| Low (YTD): |
07/02/2024 |
0.99 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.33% |
| Volatility 6M: |
|
82.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
