Soc. Generale Call 70 SCHW 21.06.2024
/ DE000SV7HWF5
Soc. Generale Call 70 SCHW 21.06..../ DE000SV7HWF5 /
| 2024-04-29 9:34:36 AM |
Chg.0.000 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Charles Schwab Corpo... |
70.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SV7HWF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.28 |
| Parity: |
0.47 |
| Time value: |
0.15 |
| Break-even: |
71.58 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
8.61 |
| Rho: |
0.07 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
+10.00% |
| 3 Months |
|
|
+150.00% |
| YTD |
|
|
-8.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.500 |
| 1M High / 1M Low: |
0.590 |
0.380 |
| 6M High / 6M Low: |
0.710 |
0.110 |
| High (YTD): |
2024-04-24 |
0.590 |
| Low (YTD): |
2024-02-08 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.471 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.321 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.00% |
| Volatility 6M: |
|
201.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
