Soc. Generale Call 55 SCHW 21.06.2024
/ DE000SV7HWC2
Soc. Generale Call 55 SCHW 21.06..../ DE000SV7HWC2 /
| 2024-05-16 10:23:32 AM |
Chg.+0.13 |
Bid7:38:37 PM |
Ask7:38:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.04EUR |
+6.81% |
2.15
Bid Size: 80,000 |
-
Ask Size: - |
Charles Schwab Corpo... |
55.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SV7HWC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.19 |
| Intrinsic value: |
2.17 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.26 |
| Parity: |
2.17 |
| Time value: |
0.03 |
| Break-even: |
72.51 |
| Moneyness: |
1.43 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
-0.01 |
| Omega: |
3.24 |
| Rho: |
0.05 |
Quote data
| Open: |
2.03 |
| High: |
2.04 |
| Low: |
2.03 |
| Previous Close: |
1.91 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.48% |
| 1 Month |
|
|
+42.66% |
| 3 Months |
|
|
+96.15% |
| YTD |
|
|
+34.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.91 |
1.69 |
| 1M High / 1M Low: |
1.91 |
1.43 |
| 6M High / 6M Low: |
1.91 |
0.58 |
| High (YTD): |
2024-05-15 |
1.91 |
| Low (YTD): |
2024-02-07 |
0.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.73 |
| Avg. volume 1M: |
|
2,379.24 |
| Avg. price 6M: |
|
1.24 |
| Avg. volume 6M: |
|
402.94 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.63% |
| Volatility 6M: |
|
110.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
