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Soc. Generale Call 120 DYH 21.06..../  DE000SV6T1K2  /

Frankfurt Zert./SG
2024-06-10  9:48:17 PM Chg.+0.200 Bid9:59:30 PM Ask- Underlying Strike price Expiration date Option type
2.670EUR +8.10% 2.660
Bid Size: 2,000		 -
Ask Size: -		 TARGET CORP. DL-... 120.00 - 2024-06-21 Call
 

Master data

WKN: SV6T1K
Issuer: Société Générale
Currency: EUR
Underlying: TARGET CORP. DL-,0833
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2024-06-21
Issue date: 2023-05-29
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.62
Leverage: Yes

Calculated values

Fair value: 1.56
Intrinsic value: 1.55
Implied volatility: 1.71
Historic volatility: 0.29
Parity: 1.55
Time value: 0.86
Break-even: 144.10
Moneyness: 1.13
Premium: 0.06
Premium p.a.: 6.80
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.71
Theta: -0.63
Omega: 4.00
Rho: 0.02
 

Quote data

Open: 2.290
High: 2.680
Low: 2.280
Previous Close: 2.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.32%
1 Month
  -33.25%
3 Months
  -41.06%
YTD  
+7.66%
1 Year  
+25.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.820 2.360
1M High / 1M Low: 3.860 2.220
6M High / 6M Low: 5.230 2.050
High (YTD): 2024-04-02 5.230
Low (YTD): 2024-01-18 2.060
52W High: 2024-04-02 5.230
52W Low: 2023-11-09 0.640
Avg. price 1W:   2.564
Avg. volume 1W:   0.000
Avg. price 1M:   2.914
Avg. volume 1M:   0.000
Avg. price 6M:   3.302
Avg. volume 6M:   0.000
Avg. price 1Y:   2.466
Avg. volume 1Y:   0.000
Volatility 1M:   163.57%
Volatility 6M:   118.68%
Volatility 1Y:   173.89%
Volatility 3Y:   -