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Soc. Generale Call 75 NDA 21.06.2.../  DE000SV6BMQ8  /

Frankfurt Zert./SG
2024-05-28  9:39:27 PM Chg.+0.040 Bid9:59:46 PM Ask9:59:46 PM Underlying Strike price Expiration date Option type
0.400EUR +11.11% 0.410
Bid Size: 7,400		 0.440
Ask Size: 7,400		 AURUBIS AG 75.00 EUR 2024-06-21 Call
 

Master data

WKN: SV6BMQ
Issuer: Société Générale
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 75.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.04
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.12
Implied volatility: 0.40
Historic volatility: 0.33
Parity: 0.12
Time value: 0.27
Break-even: 78.80
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.68
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.59
Theta: -0.07
Omega: 11.80
Rho: 0.03
 

Quote data

Open: 0.350
High: 0.410
Low: 0.350
Previous Close: 0.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month     0.00%
3 Months  
+601.75%
YTD
  -45.21%
1 Year
  -67.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.260
1M High / 1M Low: 0.620 0.120
6M High / 6M Low: 1.080 0.023
High (YTD): 2024-05-20 0.620
Low (YTD): 2024-03-05 0.023
52W High: 2023-07-31 1.880
52W Low: 2024-03-05 0.023
Avg. price 1W:   0.348
Avg. volume 1W:   0.000
Avg. price 1M:   0.333
Avg. volume 1M:   0.000
Avg. price 6M:   0.362
Avg. volume 6M:   0.000
Avg. price 1Y:   0.777
Avg. volume 1Y:   0.000
Volatility 1M:   480.46%
Volatility 6M:   313.80%
Volatility 1Y:   237.76%
Volatility 3Y:   -