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Soc. Generale Call 13 VALE 20.12..../  DE000SV4SXY8  /

EUWAX
2024-06-10  9:23:35 AM Chg.-0.100 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.430EUR -18.87% -
Bid Size: -		 -
Ask Size: -		 Vale SA 13.00 USD 2024-12-20 Call
 

Master data

WKN: SV4SXY
Issuer: Société Générale
Currency: EUR
Underlying: Vale SA
Type: Warrant
Option type: Call
Strike price: 13.00 USD
Maturity: 2024-12-20
Issue date: 2023-04-27
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 21.94
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.27
Parity: -1.53
Time value: 0.48
Break-even: 12.54
Moneyness: 0.87
Premium: 0.19
Premium p.a.: 0.39
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.34
Theta: 0.00
Omega: 7.51
Rho: 0.02
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.76%
1 Month
  -56.57%
3 Months
  -67.67%
YTD
  -86.60%
1 Year
  -84.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.480
1M High / 1M Low: 1.100 0.480
6M High / 6M Low: 3.360 0.480
High (YTD): 2024-01-02 3.120
Low (YTD): 2024-06-06 0.480
52W High: 2023-12-27 3.360
52W Low: 2024-06-06 0.480
Avg. price 1W:   0.552
Avg. volume 1W:   0.000
Avg. price 1M:   0.806
Avg. volume 1M:   0.000
Avg. price 6M:   1.483
Avg. volume 6M:   0.000
Avg. price 1Y:   1.932
Avg. volume 1Y:   0.000
Volatility 1M:   153.11%
Volatility 6M:   136.45%
Volatility 1Y:   123.47%
Volatility 3Y:   -