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Soc. Generale Call 12 VALE 20.12..../  DE000SV6TVS7  /

EUWAX
2024-06-10  9:12:26 AM Chg.-0.150 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.670EUR -18.29% -
Bid Size: -		 -
Ask Size: -		 Vale SA 12.00 USD 2024-12-20 Call
 

Master data

WKN: SV6TVS
Issuer: Société Générale
Currency: EUR
Underlying: Vale SA
Type: Warrant
Option type: Call
Strike price: 12.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-29
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 14.23
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.27
Parity: -0.60
Time value: 0.74
Break-even: 11.87
Moneyness: 0.95
Premium: 0.13
Premium p.a.: 0.25
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.48
Theta: 0.00
Omega: 6.78
Rho: 0.02
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.820
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.86%
1 Month
  -53.15%
3 Months
  -59.64%
YTD
  -82.69%
1 Year
  -79.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.670
1M High / 1M Low: 1.570 0.670
6M High / 6M Low: 4.020 0.670
High (YTD): 2024-01-03 3.760
Low (YTD): 2024-06-10 0.670
52W High: 2023-12-27 4.020
52W Low: 2024-06-10 0.670
Avg. price 1W:   0.774
Avg. volume 1W:   0.000
Avg. price 1M:   1.173
Avg. volume 1M:   0.000
Avg. price 6M:   1.944
Avg. volume 6M:   0.000
Avg. price 1Y:   2.407
Avg. volume 1Y:   0.000
Volatility 1M:   146.68%
Volatility 6M:   123.83%
Volatility 1Y:   112.02%
Volatility 3Y:   -