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Soc. Generale Call 44 0B2 21.06.2.../  DE000SV6DJ52  /

EUWAX
2024-05-23  8:18:40 AM Chg.-0.02 Bid12:50:55 PM Ask12:50:55 PM Underlying Strike price Expiration date Option type
1.63EUR -1.21% 1.66
Bid Size: 5,000		 1.70
Ask Size: 5,000		 BAWAG GROUP AG 44.00 EUR 2024-06-21 Call
 

Master data

WKN: SV6DJ5
Issuer: Société Générale
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 44.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.61
Leverage: Yes

Calculated values

Fair value: 1.68
Intrinsic value: 1.67
Implied volatility: 0.48
Historic volatility: 0.24
Parity: 1.67
Time value: 0.02
Break-even: 60.80
Moneyness: 1.38
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.04
Spread %: 2.44%
Delta: 0.99
Theta: -0.01
Omega: 3.59
Rho: 0.03
 

Quote data

Open: 1.63
High: 1.63
Low: 1.63
Previous Close: 1.65
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.64%
1 Month  
+31.45%
3 Months  
+139.71%
YTD  
+213.46%
1 Year  
+123.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.65 1.39
1M High / 1M Low: 1.65 1.14
6M High / 6M Low: 1.65 0.34
High (YTD): 2024-05-22 1.65
Low (YTD): 2024-01-17 0.34
52W High: 2024-05-22 1.65
52W Low: 2023-10-27 0.22
Avg. price 1W:   1.51
Avg. volume 1W:   0.00
Avg. price 1M:   1.40
Avg. volume 1M:   0.00
Avg. price 6M:   0.89
Avg. volume 6M:   0.00
Avg. price 1Y:   0.67
Avg. volume 1Y:   0.00
Volatility 1M:   116.13%
Volatility 6M:   139.40%
Volatility 1Y:   133.84%
Volatility 3Y:   -