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Soc. Generale Call 40 0B2 21.06.2.../  DE000SV6EG47  /

EUWAX
2024-05-23  8:19:55 AM Chg.-0.02 Bid12:46:12 PM Ask12:46:12 PM Underlying Strike price Expiration date Option type
2.02EUR -0.98% 2.06
Bid Size: 5,000		 2.10
Ask Size: 5,000		 BAWAG GROUP AG 40.00 EUR 2024-06-21 Call
 

Master data

WKN: SV6EG4
Issuer: Société Générale
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.92
Leverage: Yes

Calculated values

Fair value: 2.08
Intrinsic value: 2.07
Implied volatility: 0.64
Historic volatility: 0.24
Parity: 2.07
Time value: 0.02
Break-even: 60.80
Moneyness: 1.52
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.04
Spread %: 1.96%
Delta: 0.99
Theta: -0.01
Omega: 2.89
Rho: 0.03
 

Quote data

Open: 2.02
High: 2.02
Low: 2.02
Previous Close: 2.04
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.60%
1 Month  
+24.69%
3 Months  
+92.38%
YTD  
+140.48%
1 Year  
+114.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.04 1.78
1M High / 1M Low: 2.04 1.51
6M High / 6M Low: 2.04 0.63
High (YTD): 2024-05-22 2.04
Low (YTD): 2024-01-17 0.63
52W High: 2024-05-22 2.04
52W Low: 2023-10-27 0.39
Avg. price 1W:   1.91
Avg. volume 1W:   0.00
Avg. price 1M:   1.79
Avg. volume 1M:   0.00
Avg. price 6M:   1.24
Avg. volume 6M:   0.00
Avg. price 1Y:   0.96
Avg. volume 1Y:   0.00
Volatility 1M:   92.11%
Volatility 6M:   102.66%
Volatility 1Y:   105.88%
Volatility 3Y:   -