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Soc. Generale Call 125 EA 20.09.2.../  DE000SV67178  /

EUWAX
2024-07-26  9:16:41 AM Chg.+0.08 Bid9:28:17 AM Ask9:28:17 AM Underlying Strike price Expiration date Option type
1.72EUR +4.88% 1.72
Bid Size: 2,000		 1.87
Ask Size: 2,000		 Electronic Arts Inc 125.00 USD 2024-09-20 Call
 

Master data

WKN: SV6717
Issuer: Société Générale
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Call
Strike price: 125.00 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: 7.57
Leverage: Yes

Calculated values

Fair value: 1.57
Intrinsic value: 1.49
Implied volatility: 0.35
Historic volatility: 0.17
Parity: 1.49
Time value: 0.23
Break-even: 132.53
Moneyness: 1.13
Premium: 0.02
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 0.58%
Delta: 0.84
Theta: -0.05
Omega: 6.36
Rho: 0.14
 

Quote data

Open: 1.72
High: 1.72
Low: 1.72
Previous Close: 1.64
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.70%
1 Month
  -1.15%
3 Months  
+81.05%
YTD
  -10.42%
1 Year
  -31.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.09 1.61
1M High / 1M Low: 2.11 1.37
6M High / 6M Low: 2.34 0.70
High (YTD): 2024-02-16 2.34
Low (YTD): 2024-05-09 0.70
52W High: 2023-07-28 2.51
52W Low: 2024-05-09 0.70
Avg. price 1W:   1.75
Avg. volume 1W:   0.00
Avg. price 1M:   1.72
Avg. volume 1M:   0.00
Avg. price 6M:   1.48
Avg. volume 6M:   0.00
Avg. price 1Y:   1.60
Avg. volume 1Y:   0.00
Volatility 1M:   136.80%
Volatility 6M:   150.41%
Volatility 1Y:   122.68%
Volatility 3Y:   -