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Soc. Generale Call 850 AVGO 20.12.../  DE000SV1UUA6  /

EUWAX
2024-06-19  10:03:08 AM Chg.-2.78 Bid12:25:12 PM Ask12:25:12 PM Underlying Strike price Expiration date Option type
88.88EUR -3.03% 89.57
Bid Size: 200		 -
Ask Size: -		 Broadcom Inc 850.00 USD 2024-12-20 Call
 

Master data

WKN: SV1UUA
Issuer: Société Générale
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Call
Strike price: 850.00 USD
Maturity: 2024-12-20
Issue date: 2023-03-07
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.86
Leverage: Yes

Calculated values

Fair value: 90.13
Intrinsic value: 88.70
Implied volatility: 0.49
Historic volatility: 0.34
Parity: 88.70
Time value: 1.60
Break-even: 1,694.53
Moneyness: 2.12
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.11
Omega: 1.84
Rho: 3.84
 

Quote data

Open: 89.40
High: 89.40
Low: 88.88
Previous Close: 91.66
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+59.23%
1 Month  
+65.54%
3 Months  
+136.01%
YTD  
+198.26%
1 Year  
+500.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 91.66 79.65
1M High / 1M Low: 91.66 44.77
6M High / 6M Low: 91.66 24.65
High (YTD): 2024-06-18 91.66
Low (YTD): 2024-01-05 24.65
52W High: 2024-06-18 91.66
52W Low: 2023-09-21 11.21
Avg. price 1W:   86.25
Avg. volume 1W:   0.00
Avg. price 1M:   56.69
Avg. volume 1M:   0.00
Avg. price 6M:   43.50
Avg. volume 6M:   0.00
Avg. price 1Y:   29.17
Avg. volume 1Y:   0.00
Volatility 1M:   161.55%
Volatility 6M:   107.67%
Volatility 1Y:   110.24%
Volatility 3Y:   -