OverviewChartNewsTraderScreen

Soc. Generale Call 135 EA 20.09.2.../  DE000SV67194  /

EUWAX
2024-07-26  9:16:41 AM Chg.+0.080 Bid9:33:18 AM Ask9:33:18 AM Underlying Strike price Expiration date Option type
1.010EUR +8.60% 1.010
Bid Size: 3,000		 1.100
Ask Size: 3,000		 Electronic Arts Inc 135.00 USD 2024-09-20 Call
 

Master data

WKN: SV6719
Issuer: Société Générale
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Call
Strike price: 135.00 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: 12.81
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.63
Implied volatility: 0.31
Historic volatility: 0.17
Parity: 0.63
Time value: 0.39
Break-even: 134.61
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 0.99%
Delta: 0.70
Theta: -0.06
Omega: 8.92
Rho: 0.12
 

Quote data

Open: 1.010
High: 1.010
Low: 1.010
Previous Close: 0.930
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.63%
1 Month     0.00%
3 Months  
+102.00%
YTD
  -24.06%
1 Year
  -47.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.340 0.910
1M High / 1M Low: 1.360 0.710
6M High / 6M Low: 1.650 0.290
High (YTD): 2024-02-16 1.650
Low (YTD): 2024-05-09 0.290
52W High: 2023-07-28 1.920
52W Low: 2024-05-09 0.290
Avg. price 1W:   1.030
Avg. volume 1W:   0.000
Avg. price 1M:   1.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.881
Avg. volume 6M:   0.000
Avg. price 1Y:   1.036
Avg. volume 1Y:   0.000
Volatility 1M:   202.07%
Volatility 6M:   219.34%
Volatility 1Y:   170.28%
Volatility 3Y:   -