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Soc. Generale Call 9.5 GELYF 21.0.../  DE000SV9XV18  /

EUWAX
2024-05-23  8:59:56 AM Chg.-0.024 Bid9:09:40 PM Ask9:09:40 PM Underlying Strike price Expiration date Option type
0.096EUR -20.00% 0.079
Bid Size: 80,000		 0.094
Ask Size: 80,000		 Geely Automobile Hol... 9.50 HKD 2024-06-21 Call
 

Master data

WKN: SV9XV1
Issuer: Société Générale
Currency: EUR
Underlying: Geely Automobile Holdings Ltd
Type: Warrant
Option type: Call
Strike price: 9.50 HKD
Maturity: 2024-06-21
Issue date: 2023-07-20
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 9.38
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.10
Implied volatility: 0.53
Historic volatility: 0.31
Parity: 0.10
Time value: 0.03
Break-even: 1.25
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.74
Theta: 0.00
Omega: 6.95
Rho: 0.00
 

Quote data

Open: 0.096
High: 0.096
Low: 0.096
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.73%
1 Month  
+77.78%
3 Months  
+47.69%
YTD  
+6.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.110
1M High / 1M Low: 0.150 0.054
6M High / 6M Low: 0.170 0.039
High (YTD): 2024-05-20 0.150
Low (YTD): 2024-02-01 0.039
52W High: - -
52W Low: - -
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.100
Avg. volume 1M:   0.000
Avg. price 6M:   0.079
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   226.98%
Volatility 6M:   207.31%
Volatility 1Y:   -
Volatility 3Y:   -