Soc. Generale Call 65 SCHW 20.12.2024
/ DE000SV7HWQ2
Soc. Generale Call 65 SCHW 20.12..../ DE000SV7HWQ2 /
| 2024-06-12 9:52:50 AM |
Chg.-0.05 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
-4.35% |
-
Bid Size: - |
-
Ask Size: - |
Charles Schwab Corpo... |
65.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SV7HWQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
0.79 |
| Time value: |
0.39 |
| Break-even: |
72.32 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
4.38 |
| Rho: |
0.21 |
Quote data
| Open: |
1.10 |
| High: |
1.10 |
| Low: |
1.10 |
| Previous Close: |
1.15 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
-16.03% |
| 3 Months |
|
|
+32.53% |
| YTD |
|
|
-5.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.15 |
1.00 |
| 1M High / 1M Low: |
1.54 |
0.90 |
| 6M High / 6M Low: |
1.54 |
0.61 |
| High (YTD): |
2024-05-22 |
1.54 |
| Low (YTD): |
2024-02-07 |
0.61 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.45% |
| Volatility 6M: |
|
101.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
