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Soc. Generale Call 160 EL 20.12.2.../  DE000SV697Y7  /

EUWAX
2024-07-30  9:19:35 AM Chg.+0.001 Bid2:36:01 PM Ask2:36:01 PM Underlying Strike price Expiration date Option type
0.100EUR +1.01% 0.096
Bid Size: 10,000		 0.150
Ask Size: 10,000		 Estee Lauder Compani... 160.00 USD 2024-12-20 Call
 

Master data

WKN: SV697Y
Issuer: Société Générale
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2024-12-20
Issue date: 2023-06-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 71.62
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.39
Parity: -5.48
Time value: 0.13
Break-even: 149.19
Moneyness: 0.63
Premium: 0.60
Premium p.a.: 2.33
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.10
Theta: -0.02
Omega: 7.49
Rho: 0.03
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.099
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.01%
1 Month
  -44.44%
3 Months
  -93.01%
YTD
  -94.90%
1 Year
  -97.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.093
1M High / 1M Low: 0.160 0.087
6M High / 6M Low: 2.200 0.087
High (YTD): 2024-03-14 2.200
Low (YTD): 2024-07-19 0.087
52W High: 2023-07-31 4.350
52W Low: 2024-07-19 0.087
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   0.964
Avg. volume 6M:   0.000
Avg. price 1Y:   1.467
Avg. volume 1Y:   0.000
Volatility 1M:   159.78%
Volatility 6M:   177.74%
Volatility 1Y:   167.11%
Volatility 3Y:   -