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

Frankfurt Zert./SG
2024-06-07  9:44:37 PM Chg.-0.060 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
0.110EUR -35.29% 0.110
Bid Size: 10,000		 0.130
Ask Size: 10,000		 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: 56.04
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.32
Parity: -0.22
Time value: 0.13
Break-even: 76.30
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 2.67
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.37
Theta: -0.08
Omega: 20.57
Rho: 0.01
 

Quote data

Open: 0.180
High: 0.190
Low: 0.100
Previous Close: 0.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -72.50%
1 Month
  -8.33%
3 Months  
+89.66%
YTD
  -84.93%
1 Year
  -93.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.110
1M High / 1M Low: 0.620 0.110
6M High / 6M Low: 1.000 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:   0.192
Avg. volume 1W:   0.000
Avg. price 1M:   0.316
Avg. volume 1M:   0.000
Avg. price 6M:   0.318
Avg. volume 6M:   0.000
Avg. price 1Y:   0.742
Avg. volume 1Y:   0.000
Volatility 1M:   424.13%
Volatility 6M:   325.21%
Volatility 1Y:   245.21%
Volatility 3Y:   -