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Soc. Generale Call 120 ORCL 21.06.../  DE000SV211T7  /

EUWAX
2024-06-07  8:19:36 AM Chg.+0.050 Bid7:15:42 PM Ask7:15:42 PM Underlying Strike price Expiration date Option type
0.650EUR +8.33% 0.740
Bid Size: 125,000		 0.750
Ask Size: 125,000		 Oracle Corp 120.00 USD 2024-06-21 Call
 

Master data

WKN: SV211T
Issuer: Société Générale
Currency: EUR
Underlying: Oracle Corp
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-06-21
Issue date: 2023-04-04
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.67
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.32
Implied volatility: 0.57
Historic volatility: 0.29
Parity: 0.32
Time value: 0.36
Break-even: 116.97
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 1.25
Spread abs.: 0.01
Spread %: 1.49%
Delta: 0.63
Theta: -0.18
Omega: 10.48
Rho: 0.02
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+75.68%
1 Month  
+27.45%
3 Months  
+8.33%
YTD  
+58.54%
1 Year
  -14.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.360
1M High / 1M Low: 0.780 0.360
6M High / 6M Low: 1.350 0.270
High (YTD): 2024-03-12 1.350
Low (YTD): 2024-01-05 0.290
52W High: 2023-09-11 1.910
52W Low: 2023-12-14 0.270
Avg. price 1W:   0.446
Avg. volume 1W:   0.000
Avg. price 1M:   0.559
Avg. volume 1M:   0.000
Avg. price 6M:   0.627
Avg. volume 6M:   0.000
Avg. price 1Y:   0.859
Avg. volume 1Y:   0.000
Volatility 1M:   295.97%
Volatility 6M:   288.15%
Volatility 1Y:   233.54%
Volatility 3Y:   -