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Soc. Generale Call 22 PHI1 21.06..../  DE000SV49DU2  /

EUWAX
2024-06-03  9:19:11 AM Chg.-0.020 Bid9:47:32 AM Ask9:47:32 AM Underlying Strike price Expiration date Option type
0.300EUR -6.25% 0.280
Bid Size: 90,000		 0.290
Ask Size: 90,000		 KONINKL. PHILIPS EO ... 22.00 EUR 2024-06-21 Call
 

Master data

WKN: SV49DU
Issuer: Société Générale
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 22.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.78
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.29
Implied volatility: 0.59
Historic volatility: 0.37
Parity: 0.29
Time value: 0.03
Break-even: 25.20
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.85
Theta: -0.02
Omega: 6.57
Rho: 0.01
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+3.45%
3 Months  
+1150.00%
YTD  
+114.29%
1 Year  
+130.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.300
1M High / 1M Low: 0.390 0.250
6M High / 6M Low: 0.460 0.011
High (YTD): 2024-04-29 0.460
Low (YTD): 2024-04-19 0.011
52W High: 2024-04-29 0.460
52W Low: 2024-04-19 0.011
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.316
Avg. volume 1M:   0.000
Avg. price 6M:   0.114
Avg. volume 6M:   44.798
Avg. price 1Y:   0.117
Avg. volume 1Y:   21.870
Volatility 1M:   167.83%
Volatility 6M:   4,444.50%
Volatility 1Y:   3,138.54%
Volatility 3Y:   -