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Soc. Generale Call 70 SCHW 21.06..../  DE000SV7HWF5  /

EUWAX
6/3/2024  9:39:31 AM Chg.+0.100 Bid10:19:05 AM Ask10:19:05 AM Underlying Strike price Expiration date Option type
0.330EUR +43.48% 0.340
Bid Size: 8,900		 0.450
Ask Size: 8,900		 Charles Schwab Corpo... 70.00 USD 6/21/2024 Call
 

Master data

WKN: SV7HWF
Issuer: Société Générale
Currency: EUR
Underlying: Charles Schwab Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 6/21/2024
Issue date: 6/15/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.88
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.30
Implied volatility: 0.35
Historic volatility: 0.26
Parity: 0.30
Time value: 0.10
Break-even: 68.50
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.74
Theta: -0.05
Omega: 12.52
Rho: 0.02
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.50%
1 Month
  -41.07%
3 Months  
+17.86%
YTD
  -45.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.150
1M High / 1M Low: 0.740 0.150
6M High / 6M Low: 0.740 0.150
High (YTD): 5/20/2024 0.740
Low (YTD): 5/29/2024 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.210
Avg. volume 1W:   0.000
Avg. price 1M:   0.513
Avg. volume 1M:   0.000
Avg. price 6M:   0.391
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   354.67%
Volatility 6M:   213.11%
Volatility 1Y:   -
Volatility 3Y:   -