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Soc. Generale Call 115 EA 20.09.2.../  DE000SV67152  /

EUWAX
2024-07-26  9:16:41 AM Chg.+0.10 Bid10:29:27 AM Ask10:29:27 AM Underlying Strike price Expiration date Option type
2.52EUR +4.13% 2.56
Bid Size: 2,000		 -
Ask Size: -		 Electronic Arts Inc 115.00 USD 2024-09-20 Call
 

Master data

WKN: SV6715
Issuer: Société Générale
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Call
Strike price: 115.00 USD
Maturity: 2024-09-20
Issue date: 2023-06-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.06
Leverage: Yes

Calculated values

Fair value: 2.53
Intrinsic value: 2.47
Implied volatility: 0.37
Historic volatility: 0.17
Parity: 2.47
Time value: 0.11
Break-even: 131.78
Moneyness: 1.23
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.03
Omega: 4.76
Rho: 0.15
 

Quote data

Open: 2.52
High: 2.52
Low: 2.52
Previous Close: 2.42
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.40%
1 Month
  -2.33%
3 Months  
+59.49%
YTD
  -3.08%
1 Year
  -20.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.91 2.38
1M High / 1M Low: 2.93 2.13
6M High / 6M Low: 3.09 1.33
High (YTD): 2024-02-15 3.09
Low (YTD): 2024-05-08 1.33
52W High: 2023-12-13 3.17
52W Low: 2024-05-08 1.33
Avg. price 1W:   2.54
Avg. volume 1W:   0.00
Avg. price 1M:   2.51
Avg. volume 1M:   0.00
Avg. price 6M:   2.19
Avg. volume 6M:   0.00
Avg. price 1Y:   2.26
Avg. volume 1Y:   0.00
Volatility 1M:   104.55%
Volatility 6M:   105.41%
Volatility 1Y:   91.09%
Volatility 3Y:   -