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Soc. Generale Call 160 SND 21.06..../  DE000SV49HK4  /

EUWAX
2024-06-05  9:24:14 AM Chg.+0.14 Bid4:47:23 PM Ask4:47:23 PM Underlying Strike price Expiration date Option type
6.59EUR +2.17% 6.76
Bid Size: 10,000		 6.79
Ask Size: 10,000		 SCHNEIDER ELEC. INH.... 160.00 EUR 2024-06-21 Call
 

Master data

WKN: SV49HK
Issuer: Société Générale
Currency: EUR
Underlying: SCHNEIDER ELEC. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 160.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.42
Leverage: Yes

Calculated values

Fair value: 6.47
Intrinsic value: 6.44
Implied volatility: 1.02
Historic volatility: 0.21
Parity: 6.44
Time value: 0.12
Break-even: 225.60
Moneyness: 1.40
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 0.46%
Delta: 0.96
Theta: -0.15
Omega: 3.27
Rho: 0.07
 

Quote data

Open: 6.59
High: 6.59
Low: 6.59
Previous Close: 6.45
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.10%
1 Month  
+19.17%
3 Months  
+22.72%
YTD  
+134.52%
1 Year  
+189.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.25 6.45
1M High / 1M Low: 7.82 5.71
6M High / 6M Low: 7.82 1.98
High (YTD): 2024-05-27 7.82
Low (YTD): 2024-01-05 2.05
52W High: 2024-05-27 7.82
52W Low: 2023-10-26 0.45
Avg. price 1W:   6.81
Avg. volume 1W:   0.00
Avg. price 1M:   7.03
Avg. volume 1M:   0.00
Avg. price 6M:   4.54
Avg. volume 6M:   0.00
Avg. price 1Y:   3.02
Avg. volume 1Y:   0.00
Volatility 1M:   73.77%
Volatility 6M:   80.20%
Volatility 1Y:   125.60%
Volatility 3Y:   -