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Soc. Generale Call 45 MO 20.12.20.../  DE000SV453H0  /

EUWAX
2024-05-31  12:58:58 PM Chg.+0.020 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.220EUR +10.00% -
Bid Size: -		 -
Ask Size: -		 Altria Group Inc 45.00 USD 2024-12-20 Call
 

Master data

WKN: SV453H
Issuer: Société Générale
Currency: EUR
Underlying: Altria Group Inc
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.40
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.12
Implied volatility: 0.11
Historic volatility: 0.17
Parity: 0.12
Time value: 0.14
Break-even: 44.08
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 4.00%
Delta: 0.73
Theta: -0.01
Omega: 12.03
Rho: 0.16
 

Quote data

Open: 0.210
High: 0.220
Low: 0.210
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month  
+29.41%
3 Months  
+260.66%
YTD  
+147.19%
1 Year
  -31.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.200
1M High / 1M Low: 0.260 0.150
6M High / 6M Low: 0.260 0.048
High (YTD): 2024-05-23 0.260
Low (YTD): 2024-03-05 0.048
52W High: 2023-07-07 0.400
52W Low: 2024-03-05 0.048
Avg. price 1W:   0.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.209
Avg. volume 1M:   0.000
Avg. price 6M:   0.122
Avg. volume 6M:   0.000
Avg. price 1Y:   0.182
Avg. volume 1Y:   0.000
Volatility 1M:   107.86%
Volatility 6M:   164.03%
Volatility 1Y:   146.50%
Volatility 3Y:   -