Soc. Generale Call 65 SCHW 20.09.2024
/ DE000SV7HWK5
Soc. Generale Call 65 SCHW 20.09..../ DE000SV7HWK5 /
| 07/06/2024 09:51:04 |
Chg.-0.010 |
Bid22:00:45 |
Ask22:00:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
-1.03% |
-
Bid Size: - |
-
Ask Size: - |
Charles Schwab Corpo... |
65.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SV7HWK |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
15/06/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
0.83 |
| Time value: |
0.20 |
| Break-even: |
70.48 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.98% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
5.37 |
| Rho: |
0.13 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.960 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.52% |
| 1 Month |
|
|
-18.64% |
| 3 Months |
|
|
+29.73% |
| YTD |
|
|
-5.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.810 |
| 1M High / 1M Low: |
1.340 |
0.700 |
| 6M High / 6M Low: |
1.340 |
0.470 |
| High (YTD): |
22/05/2024 |
1.340 |
| Low (YTD): |
08/02/2024 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.900 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.036 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.844 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.56% |
| Volatility 6M: |
|
121.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
