Soc. Generale Call 60 SCHW 21.06.2024
/ DE000SV7HWD0
Soc. Generale Call 60 SCHW 21.06..../ DE000SV7HWD0 /
| 2024-06-05 10:33:33 AM |
Chg.- |
Bid8:44:24 AM |
Ask8:44:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
- |
1.170
Bid Size: 5,000 |
-
Ask Size: - |
Charles Schwab Corpo... |
60.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SV7HWD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
1.46 |
| Historic volatility: |
0.26 |
| Parity: |
0.62 |
| Time value: |
0.50 |
| Break-even: |
71.20 |
| Moneyness: |
1.10 |
| Premium: |
0.08 |
| Premium p.a.: |
4.34 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.68 |
| Theta: |
-0.23 |
| Omega: |
4.04 |
| Rho: |
0.01 |
Quote data
| Open: |
0.950 |
| High: |
0.980 |
| Low: |
0.950 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.51% |
| 1 Month |
|
|
-30.50% |
| 3 Months |
|
|
+8.89% |
| YTD |
|
|
-17.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.820 |
| 1M High / 1M Low: |
1.600 |
0.810 |
| 6M High / 6M Low: |
1.600 |
0.540 |
| High (YTD): |
2024-05-22 |
1.600 |
| Low (YTD): |
2024-02-07 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.964 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.247 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.980 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.75% |
| Volatility 6M: |
|
121.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
