Soc. Generale Call 60 SCHW 21.06.2024
/ DE000SV7HWD0
Soc. Generale Call 60 SCHW 21.06..../ DE000SV7HWD0 /
| 2024-05-16 2:02:11 PM |
Chg.-0.120 |
Bid2:31:01 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.600EUR |
-6.98% |
1.600
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: |
4.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
1.21 |
| Historic volatility: |
0.26 |
| Parity: |
1.23 |
| Time value: |
0.51 |
| Break-even: |
77.40 |
| Moneyness: |
1.20 |
| Premium: |
0.07 |
| Premium p.a.: |
1.01 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.75 |
| Theta: |
-0.12 |
| Omega: |
3.13 |
| Rho: |
0.04 |
Quote data
| Open: |
1.590 |
| High: |
1.600 |
| Low: |
1.570 |
| Previous Close: |
1.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.11% |
| 1 Month |
|
|
+24.03% |
| 3 Months |
|
|
+122.22% |
| YTD |
|
|
+34.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.720 |
1.420 |
| 1M High / 1M Low: |
1.720 |
1.250 |
| 6M High / 6M Low: |
1.720 |
0.380 |
| High (YTD): |
2024-05-15 |
1.720 |
| Low (YTD): |
2024-02-06 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.444 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.948 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.11% |
| Volatility 6M: |
|
135.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
