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Soc. Generale Call 159 GOOG 20.09.../  DE000SV6L5N5  /

EUWAX
06/09/2024  09:29:34 Chg.-0.080 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.240EUR -25.00% -
Bid Size: -		 -
Ask Size: -		 Alphabet C 159.00 USD 20/09/2024 Call
 

Master data

WKN: SV6L5N
Issuer: Société Générale
Currency: EUR
Underlying: Alphabet C
Type: Warrant
Option type: Call
Strike price: 159.00 USD
Maturity: 20/09/2024
Issue date: 22/05/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 137.24
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.25
Parity: -0.62
Time value: 0.10
Break-even: 144.43
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 3.20
Spread abs.: 0.01
Spread %: 11.11%
Delta: 0.23
Theta: -0.09
Omega: 31.57
Rho: 0.01
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -65.22%
1 Month
  -69.23%
3 Months
  -89.09%
YTD
  -69.23%
1 Year
  -77.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.240
1M High / 1M Low: 1.110 0.240
6M High / 6M Low: 3.300 0.240
High (YTD): 11/07/2024 3.300
Low (YTD): 06/09/2024 0.240
52W High: 11/07/2024 3.300
52W Low: 06/09/2024 0.240
Avg. price 1W:   0.450
Avg. volume 1W:   0.000
Avg. price 1M:   0.789
Avg. volume 1M:   0.000
Avg. price 6M:   1.630
Avg. volume 6M:   0.000
Avg. price 1Y:   1.217
Avg. volume 1Y:   0.000
Volatility 1M:   286.56%
Volatility 6M:   230.60%
Volatility 1Y:   206.36%
Volatility 3Y:   -