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Soc. Generale Call 190 SHW 17.01..../  DE000SV1GMF1  /

EUWAX
2024-05-31  9:43:04 AM Chg.+0.56 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
10.11EUR +5.86% -
Bid Size: -		 -
Ask Size: -		 Sherwin Williams 190.00 - 2025-01-17 Call
 

Master data

WKN: SV1GMF
Issuer: Société Générale
Currency: EUR
Underlying: Sherwin Williams
Type: Warrant
Option type: Call
Strike price: 190.00 -
Maturity: 2025-01-17
Issue date: 2023-02-24
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.51
Leverage: Yes

Calculated values

Fair value: 9.45
Intrinsic value: 9.00
Implied volatility: 0.71
Historic volatility: 0.18
Parity: 9.00
Time value: 2.14
Break-even: 301.40
Moneyness: 1.47
Premium: 0.08
Premium p.a.: 0.12
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.84
Theta: -0.09
Omega: 2.12
Rho: 0.79
 

Quote data

Open: 10.11
High: 10.11
Low: 10.11
Previous Close: 9.55
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.94%
1 Month
  -6.56%
3 Months
  -22.29%
YTD
  -17.20%
1 Year  
+49.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.33 9.55
1M High / 1M Low: 11.99 9.55
6M High / 6M Low: 14.70 9.55
High (YTD): 2024-03-25 14.70
Low (YTD): 2024-05-30 9.55
52W High: 2024-03-25 14.70
52W Low: 2023-10-24 6.31
Avg. price 1W:   9.99
Avg. volume 1W:   0.00
Avg. price 1M:   10.96
Avg. volume 1M:   0.00
Avg. price 6M:   11.74
Avg. volume 6M:   0.00
Avg. price 1Y:   10.05
Avg. volume 1Y:   0.00
Volatility 1M:   44.96%
Volatility 6M:   41.71%
Volatility 1Y:   47.71%
Volatility 3Y:   -