Soc. Generale Call 80 WAF 21.06.2.../  DE000SV9QSL8  /

Frankfurt Zert./SG
2024-06-06  9:36:30 PM Chg.+0.011 Bid2024-06-06 Ask2024-06-06 Underlying Strike price Expiration date Option type
0.038EUR +40.74% 0.038
Bid Size: 10,000
0.049
Ask Size: 10,000
SILTRONIC AG NA O.N. 80.00 EUR 2024-06-21 Call
 

Master data

WKN: SV9QSL
Issuer: Société Générale
Currency: EUR
Underlying: SILTRONIC AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 2024-06-21
Issue date: 2023-07-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 187.56
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.32
Parity: -0.69
Time value: 0.04
Break-even: 80.39
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 8.94
Spread abs.: 0.01
Spread %: 34.48%
Delta: 0.14
Theta: -0.04
Omega: 26.02
Rho: 0.00
 

Quote data

Open: 0.027
High: 0.051
Low: 0.027
Previous Close: 0.027
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -51.90%
1 Month
  -84.17%
3 Months
  -96.20%
YTD
  -97.32%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.079 0.010
1M High / 1M Low: 0.240 0.010
6M High / 6M Low: 1.730 0.010
High (YTD): 2024-01-08 1.730
Low (YTD): 2024-06-04 0.010
52W High: - -
52W Low: - -
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.121
Avg. volume 1M:   0.000
Avg. price 6M:   0.925
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   679.05%
Volatility 6M:   314.97%
Volatility 1Y:   -
Volatility 3Y:   -