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Soc. Generale Call 130 EA 20.09.2.../  DE000SV67186  /

EUWAX
2024-07-26  9:16:41 AM Chg.+0.09 Bid10:04:14 AM Ask10:04:14 AM Underlying Strike price Expiration date Option type
1.36EUR +7.09% 1.38
Bid Size: 3,000		 1.48
Ask Size: 3,000		 Electronic Arts Inc 130.00 USD 2024-09-20 Call
 

Master data

WKN: SV6718
Issuer: Société Générale
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Call
Strike price: 130.00 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: 9.54
Leverage: Yes

Calculated values

Fair value: 1.18
Intrinsic value: 1.09
Implied volatility: 0.32
Historic volatility: 0.17
Parity: 1.09
Time value: 0.28
Break-even: 133.50
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 0.74%
Delta: 0.79
Theta: -0.05
Omega: 7.49
Rho: 0.14
 

Quote data

Open: 1.36
High: 1.36
Low: 1.36
Previous Close: 1.27
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.93%
1 Month     0.00%
3 Months  
+94.29%
YTD
  -15.53%
1 Year
  -38.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.72 1.24
1M High / 1M Low: 1.73 1.01
6M High / 6M Low: 1.98 0.46
High (YTD): 2024-02-16 1.98
Low (YTD): 2024-05-09 0.46
52W High: 2023-07-28 2.21
52W Low: 2024-05-09 0.46
Avg. price 1W:   1.38
Avg. volume 1W:   0.00
Avg. price 1M:   1.35
Avg. volume 1M:   0.00
Avg. price 6M:   1.16
Avg. volume 6M:   0.00
Avg. price 1Y:   1.30
Avg. volume 1Y:   0.00
Volatility 1M:   169.79%
Volatility 6M:   181.93%
Volatility 1Y:   144.64%
Volatility 3Y:   -