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Soc. Generale Call 44 FRA 21.06.2.../  DE000SV6BSL6  /

EUWAX
2024-06-11  1:20:38 PM Chg.-0.130 Bid2:13:51 PM Ask2:13:51 PM Underlying Strike price Expiration date Option type
0.760EUR -14.61% 0.760
Bid Size: 5,000		 0.790
Ask Size: 5,000		 FRAPORT AG FFM.AIRPO... 44.00 EUR 2024-06-21 Call
 

Master data

WKN: SV6BSL
Issuer: Société Générale
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 44.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.68
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.89
Implied volatility: 0.92
Historic volatility: 0.28
Parity: 0.89
Time value: 0.05
Break-even: 53.30
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.36
Spread abs.: 0.03
Spread %: 3.33%
Delta: 0.90
Theta: -0.07
Omega: 5.12
Rho: 0.01
 

Quote data

Open: 0.800
High: 0.800
Low: 0.760
Previous Close: 0.890
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.28%
1 Month  
+61.70%
3 Months
  -17.39%
YTD
  -42.42%
1 Year
  -12.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.890
1M High / 1M Low: 1.000 0.470
6M High / 6M Low: 1.480 0.360
High (YTD): 2024-01-10 1.340
Low (YTD): 2024-04-16 0.360
52W High: 2023-12-14 1.480
52W Low: 2024-04-16 0.360
Avg. price 1W:   0.948
Avg. volume 1W:   0.000
Avg. price 1M:   0.824
Avg. volume 1M:   0.000
Avg. price 6M:   0.906
Avg. volume 6M:   0.000
Avg. price 1Y:   0.958
Avg. volume 1Y:   0.000
Volatility 1M:   220.33%
Volatility 6M:   138.01%
Volatility 1Y:   124.93%
Volatility 3Y:   -