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Soc. Generale Call 60 SCHW 20.09..../  DE000SV7HWJ7  /

EUWAX
6/21/2024  9:24:32 AM Chg.-0.05 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
1.18EUR -4.07% -
Bid Size: -		 -
Ask Size: -		 Charles Schwab Corpo... 60.00 USD 9/20/2024 Call
 

Master data

WKN: SV7HWJ
Issuer: Société Générale
Currency: EUR
Underlying: Charles Schwab Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.16
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 1.25
Implied volatility: 0.30
Historic volatility: 0.27
Parity: 1.25
Time value: 0.08
Break-even: 69.42
Moneyness: 1.22
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: -0.03
Spread %: -2.21%
Delta: 0.93
Theta: -0.01
Omega: 4.80
Rho: 0.12
 

Quote data

Open: 1.18
High: 1.18
Low: 1.18
Previous Close: 1.23
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.60%
1 Month
  -30.99%
3 Months
  -9.92%
YTD
  -10.61%
1 Year  
+84.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.24 1.18
1M High / 1M Low: 1.71 1.05
6M High / 6M Low: 1.71 0.70
High (YTD): 5/22/2024 1.71
Low (YTD): 2/7/2024 0.70
52W High: 5/22/2024 1.71
52W Low: 10/25/2023 0.36
Avg. price 1W:   1.21
Avg. volume 1W:   0.00
Avg. price 1M:   1.24
Avg. volume 1M:   0.00
Avg. price 6M:   1.15
Avg. volume 6M:   0.00
Avg. price 1Y:   0.97
Avg. volume 1Y:   0.00
Volatility 1M:   111.40%
Volatility 6M:   88.01%
Volatility 1Y:   117.10%
Volatility 3Y:   -