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

EUWAX
2024-05-31  9:08:43 AM Chg.+0.23 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
2.67EUR +9.43% -
Bid Size: -		 -
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: 4.96
Leverage: Yes

Calculated values

Fair value: 1.87
Intrinsic value: 1.84
Implied volatility: 1.38
Historic volatility: 0.29
Parity: 1.84
Time value: 0.95
Break-even: 147.90
Moneyness: 1.15
Premium: 0.07
Premium p.a.: 2.18
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.73
Theta: -0.37
Omega: 3.60
Rho: 0.04
 

Quote data

Open: 2.67
High: 2.67
Low: 2.67
Previous Close: 2.44
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.36%
1 Month
  -30.65%
3 Months
  -10.70%
YTD  
+7.23%
1 Year  
+6.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.44 2.09
1M High / 1M Low: 4.02 2.09
6M High / 6M Low: 5.17 1.93
High (YTD): 2024-04-02 5.17
Low (YTD): 2024-01-18 2.06
52W High: 2024-04-02 5.17
52W Low: 2023-11-09 0.64
Avg. price 1W:   2.27
Avg. volume 1W:   0.00
Avg. price 1M:   3.20
Avg. volume 1M:   0.00
Avg. price 6M:   3.16
Avg. volume 6M:   0.00
Avg. price 1Y:   2.41
Avg. volume 1Y:   0.00
Volatility 1M:   160.06%
Volatility 6M:   123.98%
Volatility 1Y:   172.39%
Volatility 3Y:   -