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Soc. Generale Call 14 VALE 20.12..../  DE000SV2P1E3  /

EUWAX
2024-06-04  4:35:29 PM Chg.-0.060 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.370EUR -13.95% -
Bid Size: -		 -
Ask Size: -		 Vale SA 14.00 USD 2024-12-20 Call
 

Master data

WKN: SV2P1E
Issuer: Société Générale
Currency: EUR
Underlying: Vale SA
Type: Warrant
Option type: Call
Strike price: 14.00 USD
Maturity: 2024-12-20
Issue date: 2023-03-27
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 26.43
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.27
Parity: -2.00
Time value: 0.41
Break-even: 13.25
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 0.45
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.29
Theta: 0.00
Omega: 7.79
Rho: 0.02
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.09%
1 Month
  -47.14%
3 Months
  -64.42%
YTD
  -86.14%
1 Year
  -83.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.420
1M High / 1M Low: 0.760 0.420
6M High / 6M Low: 2.770 0.420
High (YTD): 2024-01-02 2.560
Low (YTD): 2024-05-31 0.420
52W High: 2023-12-27 2.770
52W Low: 2024-05-31 0.420
Avg. price 1W:   0.460
Avg. volume 1W:   0.000
Avg. price 1M:   0.600
Avg. volume 1M:   0.000
Avg. price 6M:   1.186
Avg. volume 6M:   0.000
Avg. price 1Y:   1.569
Avg. volume 1Y:   0.000
Volatility 1M:   128.70%
Volatility 6M:   130.71%
Volatility 1Y:   123.58%
Volatility 3Y:   -