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Soc. Generale Call 140 AXP 20.09..../  DE000SV192B7  /

EUWAX
11/07/2024  09:47:16 Chg.- Bid08:04:04 Ask08:04:04 Underlying Strike price Expiration date Option type
9.14EUR - 9.14
Bid Size: 1,000		 -
Ask Size: -		 American Express Com... 140.00 USD 20/09/2024 Call
 

Master data

WKN: SV192B
Issuer: Société Générale
Currency: EUR
Underlying: American Express Company
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 20/09/2024
Issue date: 17/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.38
Leverage: Yes

Calculated values

Fair value: 9.22
Intrinsic value: 9.13
Implied volatility: 0.64
Historic volatility: 0.19
Parity: 9.13
Time value: 0.14
Break-even: 221.93
Moneyness: 1.71
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.03
Omega: 2.33
Rho: 0.24
 

Quote data

Open: 9.14
High: 9.14
Low: 9.14
Previous Close: 9.11
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.16%
1 Month  
+15.84%
3 Months  
+21.22%
YTD  
+85.02%
1 Year  
+109.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.14 8.78
1M High / 1M Low: 9.14 7.54
6M High / 6M Low: 9.55 4.22
High (YTD): 13/05/2024 9.55
Low (YTD): 18/01/2024 4.22
52W High: 13/05/2024 9.55
52W Low: 27/10/2023 1.92
Avg. price 1W:   8.94
Avg. volume 1W:   0.00
Avg. price 1M:   8.47
Avg. volume 1M:   0.00
Avg. price 6M:   7.79
Avg. volume 6M:   0.00
Avg. price 1Y:   5.56
Avg. volume 1Y:   0.00
Volatility 1M:   33.84%
Volatility 6M:   59.72%
Volatility 1Y:   64.83%
Volatility 3Y:   -