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Soc. Generale Call 200 SIE 21.06..../  DE000SV6BWG8  /

Frankfurt Zert./SG
2024-05-14  8:22:44 PM Chg.-0.030 Bid2024-05-14 Ask2024-05-14 Underlying Strike price Expiration date Option type
0.160EUR -15.79% 0.160
Bid Size: 10,000		 0.170
Ask Size: 10,000		 SIEMENS AG NA O.N. 200.00 EUR 2024-06-21 Call
 

Master data

WKN: SV6BWG
Issuer: Société Générale
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 200.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 93.99
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.22
Parity: -1.20
Time value: 0.20
Break-even: 202.00
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 1.00
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.24
Theta: -0.06
Omega: 22.61
Rho: 0.04
 

Quote data

Open: 0.190
High: 0.190
Low: 0.150
Previous Close: 0.190
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+72.04%
1 Month  
+63.27%
3 Months  
+45.45%
YTD
  -30.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.093
1M High / 1M Low: 0.220 0.052
6M High / 6M Low: 0.400 0.052
High (YTD): 2024-03-15 0.400
Low (YTD): 2024-05-02 0.052
52W High: - -
52W Low: - -
Avg. price 1W:   0.155
Avg. volume 1W:   0.000
Avg. price 1M:   0.099
Avg. volume 1M:   0.000
Avg. price 6M:   0.148
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   330.14%
Volatility 6M:   247.39%
Volatility 1Y:   -
Volatility 3Y:   -