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Soc. Generale Call 64 SAX 21.06.2.../  DE000SV6DVS1  /

EUWAX
2024-05-28  11:08:32 AM Chg.-0.040 Bid5:17:37 PM Ask5:17:37 PM Underlying Strike price Expiration date Option type
0.290EUR -12.12% 0.250
Bid Size: 10,000		 0.270
Ask Size: 10,000		 STROEER SE + CO. KGA... 64.00 - 2024-06-21 Call
 

Master data

WKN: SV6DVS
Issuer: Société Générale
Currency: EUR
Underlying: STROEER SE + CO. KGAA
Type: Warrant
Option type: Call
Strike price: 64.00 -
Maturity: 2024-06-21
Issue date: 2023-05-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 18.99
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.25
Implied volatility: 0.29
Historic volatility: 0.23
Parity: 0.25
Time value: 0.11
Break-even: 67.50
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 6.06%
Delta: 0.72
Theta: -0.04
Omega: 13.65
Rho: 0.03
 

Quote data

Open: 0.320
High: 0.320
Low: 0.290
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.50%
1 Month  
+225.84%
3 Months  
+544.44%
YTD  
+163.64%
1 Year  
+61.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.330
1M High / 1M Low: 0.400 0.077
6M High / 6M Low: 0.400 0.036
High (YTD): 2024-05-21 0.400
Low (YTD): 2024-03-04 0.036
52W High: 2024-05-21 0.400
52W Low: 2023-11-01 0.033
Avg. price 1W:   0.354
Avg. volume 1W:   0.000
Avg. price 1M:   0.213
Avg. volume 1M:   0.000
Avg. price 6M:   0.100
Avg. volume 6M:   0.000
Avg. price 1Y:   0.089
Avg. volume 1Y:   0.000
Volatility 1M:   677.32%
Volatility 6M:   373.96%
Volatility 1Y:   304.00%
Volatility 3Y:   -