Soc. Generale Call 58 0B2 21.06.2024
/ DE000SV6PZS6
Soc. Generale Call 58 0B2 21.06.2.../ DE000SV6PZS6 /
| 23/05/2024 08:26:51 |
Chg.0.000 |
Bid09:57:37 |
Ask09:57:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
0.00% |
0.350
Bid Size: 8,600 |
0.370
Ask Size: 8,600 |
BAWAG GROUP AG |
58.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
SV6PZS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
24/05/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
0.27 |
| Time value: |
0.08 |
| Break-even: |
61.40 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
0.77 |
| Theta: |
-0.03 |
| Omega: |
13.71 |
| Rho: |
0.03 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.48% |
| 1 Month |
|
|
+83.33% |
| 3 Months |
|
|
+842.86% |
| YTD |
|
|
+768.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.180 |
| 1M High / 1M Low: |
0.330 |
0.130 |
| 6M High / 6M Low: |
0.330 |
0.011 |
| High (YTD): |
22/05/2024 |
0.330 |
| Low (YTD): |
17/01/2024 |
0.011 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.227 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.096 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
331.74% |
| Volatility 6M: |
|
355.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
