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

EUWAX
6/4/2024  8:20:01 AM Chg.+0.070 Bid10:15:04 AM Ask10:15:04 AM Underlying Strike price Expiration date Option type
0.270EUR +35.00% 0.290
Bid Size: 10,000		 0.310
Ask Size: 10,000		 STROEER SE + CO. KGA... 64.00 - 6/21/2024 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: 6/21/2024
Issue date: 5/16/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 28.48
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.15
Implied volatility: 0.24
Historic volatility: 0.23
Parity: 0.15
Time value: 0.08
Break-even: 66.30
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.30
Spread abs.: 0.02
Spread %: 9.52%
Delta: 0.69
Theta: -0.04
Omega: 19.73
Rho: 0.02
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.90%
1 Month  
+80.00%
3 Months  
+650.00%
YTD  
+145.45%
1 Year  
+42.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.200
1M High / 1M Low: 0.400 0.091
6M High / 6M Low: 0.400 0.036
High (YTD): 5/21/2024 0.400
Low (YTD): 3/4/2024 0.036
52W High: 5/21/2024 0.400
52W Low: 11/1/2023 0.033
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.237
Avg. volume 1M:   0.000
Avg. price 6M:   0.104
Avg. volume 6M:   0.000
Avg. price 1Y:   0.090
Avg. volume 1Y:   0.000
Volatility 1M:   608.24%
Volatility 6M:   375.35%
Volatility 1Y:   305.48%
Volatility 3Y:   -