Soc. Generale Call 60 SCHW 21.06.2024
/ DE000SV7HWD0
Soc. Generale Call 60 SCHW 21.06..../ DE000SV7HWD0 /
| 2024-05-17 9:53:23 AM |
Chg.-0.08 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
-5.03% |
-
Bid Size: - |
-
Ask Size: - |
Charles Schwab Corpo... |
60.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SV7HWD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
1.25 |
| Historic volatility: |
0.26 |
| Parity: |
1.25 |
| Time value: |
0.51 |
| Break-even: |
77.60 |
| Moneyness: |
1.21 |
| Premium: |
0.07 |
| Premium p.a.: |
1.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.76 |
| Theta: |
-0.13 |
| Omega: |
3.12 |
| Rho: |
0.03 |
Quote data
| Open: |
1.51 |
| High: |
1.51 |
| Low: |
1.51 |
| Previous Close: |
1.59 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.53% |
| 1 Month |
|
|
+32.46% |
| 3 Months |
|
|
+118.84% |
| YTD |
|
|
+26.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.59 |
1.24 |
| 1M High / 1M Low: |
1.59 |
1.14 |
| 6M High / 6M Low: |
1.59 |
0.39 |
| High (YTD): |
2024-05-16 |
1.59 |
| Low (YTD): |
2024-02-07 |
0.54 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.94% |
| Volatility 6M: |
|
128.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
