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

EUWAX
2024-06-07  9:16:54 AM Chg.-0.20 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
2.21EUR -8.30% -
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: 5.61
Leverage: Yes

Calculated values

Fair value: 1.54
Intrinsic value: 1.52
Implied volatility: 1.59
Historic volatility: 0.29
Parity: 1.52
Time value: 0.89
Break-even: 144.10
Moneyness: 1.13
Premium: 0.07
Premium p.a.: 5.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.71
Theta: -0.54
Omega: 3.98
Rho: 0.03
 

Quote data

Open: 2.21
High: 2.21
Low: 2.21
Previous Close: 2.41
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.23%
1 Month
  -37.92%
3 Months
  -51.75%
YTD
  -11.25%
1 Year  
+3.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.06 2.21
1M High / 1M Low: 4.02 2.09
6M High / 6M Low: 5.17 2.06
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:   2.67
Avg. volume 1W:   0.00
Avg. price 1M:   2.98
Avg. volume 1M:   0.00
Avg. price 6M:   3.20
Avg. volume 6M:   0.00
Avg. price 1Y:   2.42
Avg. volume 1Y:   0.00
Volatility 1M:   173.30%
Volatility 6M:   128.29%
Volatility 1Y:   173.50%
Volatility 3Y:   -