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

EUWAX
2024-06-11  9:22:48 AM Chg.+0.010 Bid1:55:07 PM Ask1:55:07 PM Underlying Strike price Expiration date Option type
0.440EUR +2.33% 0.420
Bid Size: 7,200		 -
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: 21.62
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.27
Parity: -1.49
Time value: 0.49
Break-even: 12.57
Moneyness: 0.88
Premium: 0.19
Premium p.a.: 0.38
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.35
Theta: 0.00
Omega: 7.52
Rho: 0.02
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.43%
1 Month
  -55.56%
3 Months
  -61.06%
YTD
  -86.29%
1 Year
  -83.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.430
1M High / 1M Low: 1.100 0.430
6M High / 6M Low: 3.360 0.430
High (YTD): 2024-01-02 3.120
Low (YTD): 2024-06-10 0.430
52W High: 2023-12-27 3.360
52W Low: 2024-06-10 0.430
Avg. price 1W:   0.502
Avg. volume 1W:   0.000
Avg. price 1M:   0.780
Avg. volume 1M:   0.000
Avg. price 6M:   1.474
Avg. volume 6M:   0.000
Avg. price 1Y:   1.926
Avg. volume 1Y:   0.000
Volatility 1M:   162.62%
Volatility 6M:   138.19%
Volatility 1Y:   124.57%
Volatility 3Y:   -