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Soc. Generale Call 110 EA 20.09.2.../  DE000SV7H087  /

EUWAX
2024-07-26  9:43:37 AM Chg.+0.14 Bid10:21:32 AM Ask10:21:32 AM Underlying Strike price Expiration date Option type
2.96EUR +4.96% 3.01
Bid Size: 2,000		 -
Ask Size: -		 Electronic Arts Inc 110.00 USD 2024-09-20 Call
 

Master data

WKN: SV7H08
Issuer: Société Générale
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Call
Strike price: 110.00 USD
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.33
Leverage: Yes

Calculated values

Fair value: 2.99
Intrinsic value: 2.93
Implied volatility: 0.39
Historic volatility: 0.17
Parity: 2.93
Time value: 0.09
Break-even: 131.57
Moneyness: 1.29
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.02
Omega: 4.16
Rho: 0.15
 

Quote data

Open: 2.96
High: 2.96
Low: 2.96
Previous Close: 2.82
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.38%
1 Month
  -1.00%
3 Months  
+51.79%
YTD  
+0.34%
1 Year
  -15.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.34 2.81
1M High / 1M Low: 3.34 2.55
6M High / 6M Low: 3.47 1.68
High (YTD): 2024-02-16 3.47
Low (YTD): 2024-05-08 1.68
52W High: 2023-12-13 3.53
52W Low: 2024-05-08 1.68
Avg. price 1W:   2.97
Avg. volume 1W:   0.00
Avg. price 1M:   2.94
Avg. volume 1M:   0.00
Avg. price 6M:   2.58
Avg. volume 6M:   0.00
Avg. price 1Y:   2.63
Avg. volume 1Y:   0.00
Volatility 1M:   93.05%
Volatility 6M:   93.12%
Volatility 1Y:   81.01%
Volatility 3Y:   -