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Soc. Generale Call 64 SAX 21.06.2.../  DE000SV6DVS1  /

EUWAX
29/05/2024  08:21:34 Chg.-0.060 Bid09:26:31 Ask09:26:31 Underlying Strike price Expiration date Option type
0.230EUR -20.69% 0.230
Bid Size: 10,000		 0.250
Ask Size: 10,000		 STROEER SE + CO. KGA... 64.00 - 21/06/2024 Call
 

Master data

WKN: SV6DVS
Issuer: Société Générale
Currency: EUR
Underlying: STROEER SE + CO. KGAA
Type: Warrant
Option type: Call
Strike price: 64.00 -
Maturity: 21/06/2024
Issue date: 16/05/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 24.37
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.18
Implied volatility: 0.24
Historic volatility: 0.23
Parity: 0.18
Time value: 0.09
Break-even: 66.70
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 8.00%
Delta: 0.71
Theta: -0.03
Omega: 17.18
Rho: 0.03
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.35%
1 Month  
+155.56%
3 Months  
+489.74%
YTD  
+109.09%
1 Year  
+35.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.290
1M High / 1M Low: 0.400 0.077
6M High / 6M Low: 0.400 0.036
High (YTD): 21/05/2024 0.400
Low (YTD): 04/03/2024 0.036
52W High: 21/05/2024 0.400
52W Low: 01/11/2023 0.033
Avg. price 1W:   0.332
Avg. volume 1W:   0.000
Avg. price 1M:   0.217
Avg. volume 1M:   0.000
Avg. price 6M:   0.102
Avg. volume 6M:   0.000
Avg. price 1Y:   0.090
Avg. volume 1Y:   0.000
Volatility 1M:   665.86%
Volatility 6M:   374.47%
Volatility 1Y:   303.72%
Volatility 3Y:   -