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Soc. Generale Call 35 DSY 21.06.2.../  DE000SV6DZV6  /

EUWAX
2024-05-29  8:21:45 AM Chg.-0.050 Bid9:31:09 AM Ask9:31:09 AM Underlying Strike price Expiration date Option type
0.330EUR -13.16% 0.340
Bid Size: 60,000		 0.350
Ask Size: 60,000		 Dassault Systemes SE 35.00 EUR 2024-06-21 Call
 

Master data

WKN: SV6DZV
Issuer: Société Générale
Currency: EUR
Underlying: Dassault Systemes SE
Type: Warrant
Option type: Call
Strike price: 35.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.25
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.39
Implied volatility: 0.38
Historic volatility: 0.23
Parity: 0.39
Time value: 0.03
Break-even: 39.20
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 2.44%
Delta: 0.87
Theta: -0.02
Omega: 8.08
Rho: 0.02
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.67%
1 Month
  -8.33%
3 Months
  -62.50%
YTD
  -70.00%
1 Year
  -65.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.360
1M High / 1M Low: 0.460 0.240
6M High / 6M Low: 1.410 0.240
High (YTD): 2024-01-31 1.410
Low (YTD): 2024-05-03 0.240
52W High: 2024-01-31 1.410
52W Low: 2024-05-03 0.240
Avg. price 1W:   0.404
Avg. volume 1W:   0.000
Avg. price 1M:   0.331
Avg. volume 1M:   0.000
Avg. price 6M:   0.797
Avg. volume 6M:   0.000
Avg. price 1Y:   0.745
Avg. volume 1Y:   0.000
Volatility 1M:   268.32%
Volatility 6M:   144.34%
Volatility 1Y:   125.62%
Volatility 3Y:   -