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Soc. Generale Call 56 0B2 21.06.2.../  DE000SV6F1E1  /

EUWAX
23/05/2024  08:29:51 Chg.+0.010 Bid12:17:16 Ask12:17:16 Underlying Strike price Expiration date Option type
0.490EUR +2.08% 0.510
Bid Size: 6,000		 0.530
Ask Size: 6,000		 BAWAG GROUP AG 56.00 EUR 21/06/2024 Call
 

Master data

WKN: SV6F1E
Issuer: Société Générale
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 56.00 EUR
Maturity: 21/06/2024
Issue date: 17/05/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.89
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.47
Implied volatility: 0.26
Historic volatility: 0.24
Parity: 0.47
Time value: 0.05
Break-even: 61.10
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 4.08%
Delta: 0.88
Theta: -0.02
Omega: 10.43
Rho: 0.04
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.95%
1 Month  
+75.00%
3 Months  
+759.65%
YTD  
+730.51%
1 Year  
+63.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.310
1M High / 1M Low: 0.480 0.220
6M High / 6M Low: 0.480 0.019
High (YTD): 22/05/2024 0.480
Low (YTD): 17/01/2024 0.019
52W High: 22/05/2024 0.480
52W Low: 17/01/2024 0.019
Avg. price 1W:   0.406
Avg. volume 1W:   0.000
Avg. price 1M:   0.351
Avg. volume 1M:   0.000
Avg. price 6M:   0.153
Avg. volume 6M:   0.000
Avg. price 1Y:   0.136
Avg. volume 1Y:   0.000
Volatility 1M:   268.34%
Volatility 6M:   307.21%
Volatility 1Y:   256.68%
Volatility 3Y:   -