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Soc. Generale Call 85 HOT 21.06.2.../  DE000SV49CW0  /

EUWAX
2024-05-21  11:12:47 AM Chg.-0.06 Bid11:59:51 AM Ask11:59:51 AM Underlying Strike price Expiration date Option type
1.45EUR -3.97% 1.43
Bid Size: 2,100		 1.49
Ask Size: 2,100		 HOCHTIEF AG 85.00 EUR 2024-06-21 Call
 

Master data

WKN: SV49CW
Issuer: Société Générale
Currency: EUR
Underlying: HOCHTIEF AG
Type: Warrant
Option type: Call
Strike price: 85.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.30
Leverage: Yes

Calculated values

Fair value: 1.49
Intrinsic value: 1.46
Implied volatility: 0.51
Historic volatility: 0.25
Parity: 1.46
Time value: 0.13
Break-even: 100.80
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.06
Spread %: 3.95%
Delta: 0.88
Theta: -0.06
Omega: 5.52
Rho: 0.06
 

Quote data

Open: 1.53
High: 1.53
Low: 1.45
Previous Close: 1.51
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.46%
1 Month
  -24.48%
3 Months
  -6.45%
YTD
  -18.08%
1 Year  
+110.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.87 1.49
1M High / 1M Low: 1.93 1.49
6M High / 6M Low: 2.65 1.49
High (YTD): 2024-01-24 2.65
Low (YTD): 2024-05-17 1.49
52W High: 2024-01-24 2.65
52W Low: 2023-07-10 0.61
Avg. price 1W:   1.66
Avg. volume 1W:   0.00
Avg. price 1M:   1.72
Avg. volume 1M:   0.00
Avg. price 6M:   1.94
Avg. volume 6M:   0.00
Avg. price 1Y:   1.59
Avg. volume 1Y:   0.00
Volatility 1M:   93.59%
Volatility 6M:   111.11%
Volatility 1Y:   118.44%
Volatility 3Y:   -