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Soc. Generale Call 3 BSD2 20.12.2.../  DE000SV6EGZ5  /

EUWAX
2024-05-28  8:19:58 AM Chg.+0.01 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.83EUR +0.55% -
Bid Size: -		 -
Ask Size: -		 BCO SANTANDER N.EO0,... 3.00 EUR 2024-12-20 Call
 

Master data

WKN: SV6EGZ
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 3.00 EUR
Maturity: 2024-12-20
Issue date: 2023-05-16
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.56
Leverage: Yes

Calculated values

Fair value: 1.82
Intrinsic value: 1.76
Implied volatility: 0.43
Historic volatility: 0.23
Parity: 1.76
Time value: 0.10
Break-even: 4.86
Moneyness: 1.59
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.54%
Delta: 0.95
Theta: 0.00
Omega: 2.43
Rho: 0.02
 

Quote data

Open: 1.83
High: 1.83
Low: 1.83
Previous Close: 1.82
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.66%
1 Month  
+1.67%
3 Months  
+105.62%
YTD  
+90.63%
1 Year  
+200.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.92 1.80
1M High / 1M Low: 1.92 1.61
6M High / 6M Low: 1.92 0.74
High (YTD): 2024-05-22 1.92
Low (YTD): 2024-01-29 0.74
52W High: 2024-05-22 1.92
52W Low: 2023-06-26 0.51
Avg. price 1W:   1.86
Avg. volume 1W:   0.00
Avg. price 1M:   1.81
Avg. volume 1M:   0.00
Avg. price 6M:   1.21
Avg. volume 6M:   0.00
Avg. price 1Y:   0.98
Avg. volume 1Y:   0.00
Volatility 1M:   63.58%
Volatility 6M:   68.00%
Volatility 1Y:   75.65%
Volatility 3Y:   -