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Soc. Generale Call 15 REP 21.06.2.../  DE000SV6EE80  /

EUWAX
2024-05-24  8:21:38 AM Chg.+0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.150EUR +7.14% -
Bid Size: -		 -
Ask Size: -		 REPSOL S.A. INH. ... 15.00 EUR 2024-06-21 Call
 

Master data

WKN: SV6EE8
Issuer: Société Générale
Currency: EUR
Underlying: REPSOL S.A. INH. EO 1
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-16
Last trading day: 2024-06-21
Ratio: 2:1
Exercise type: European
Quanto: -
Gearing: 41.40
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.21
Parity: -0.05
Time value: 0.18
Break-even: 15.36
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.50
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.49
Theta: -0.01
Omega: 20.34
Rho: 0.01
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -50.00%
3 Months
  -50.00%
YTD
  -11.76%
1 Year
  -61.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.140
1M High / 1M Low: 0.300 0.140
6M High / 6M Low: 0.770 0.130
High (YTD): 2024-04-08 0.770
Low (YTD): 2024-01-23 0.130
52W High: 2023-09-28 0.940
52W Low: 2024-01-23 0.130
Avg. price 1W:   0.164
Avg. volume 1W:   0.000
Avg. price 1M:   0.194
Avg. volume 1M:   0.000
Avg. price 6M:   0.288
Avg. volume 6M:   0.000
Avg. price 1Y:   0.387
Avg. volume 1Y:   0.000
Volatility 1M:   264.46%
Volatility 6M:   218.47%
Volatility 1Y:   185.96%
Volatility 3Y:   -