OverviewChartNewsTraderScreen

Soc. Generale Call 160 FI 20.09.2.../  DE000SV79H77  /

EUWAX
8/2/2024  8:16:52 AM Chg.- Bid10:12:53 AM Ask10:12:53 AM Underlying Strike price Expiration date Option type
0.480EUR - 0.110
Bid Size: 10,000		 0.260
Ask Size: 10,000		 Fiserv 160.00 USD 9/20/2024 Call
 

Master data

WKN: SV79H7
Issuer: Société Générale
Currency: EUR
Underlying: Fiserv
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 9/20/2024
Issue date: 7/4/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.72
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.15
Parity: -0.10
Time value: 0.49
Break-even: 151.54
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 2.08%
Delta: 0.51
Theta: -0.06
Omega: 15.07
Rho: 0.09
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.35%
1 Month  
+166.67%
3 Months  
+29.73%
YTD  
+108.70%
1 Year  
+17.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.460
1M High / 1M Low: 0.640 0.180
6M High / 6M Low: 1.010 0.140
High (YTD): 3/28/2024 1.010
Low (YTD): 7/2/2024 0.140
52W High: 3/28/2024 1.010
52W Low: 10/23/2023 0.100
Avg. price 1W:   0.556
Avg. volume 1W:   0.000
Avg. price 1M:   0.399
Avg. volume 1M:   0.000
Avg. price 6M:   0.477
Avg. volume 6M:   0.000
Avg. price 1Y:   0.361
Avg. volume 1Y:   0.000
Volatility 1M:   320.73%
Volatility 6M:   240.62%
Volatility 1Y:   194.07%
Volatility 3Y:   -