OverviewChartNewsTraderScreen

Soc. Generale Call 160 TXN 20.09..../  DE000SV66MJ0  /

EUWAX
08/08/2024  08:39:55 Chg.-0.25 Bid13:21:55 Ask13:21:55 Underlying Strike price Expiration date Option type
2.30EUR -9.80% 2.44
Bid Size: 2,000		 2.67
Ask Size: 2,000		 Texas Instruments In... 160.00 USD 20/09/2024 Call
 

Master data

WKN: SV66MJ
Issuer: Société Générale
Currency: EUR
Underlying: Texas Instruments Incorporated
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 20/09/2024
Issue date: 07/06/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.88
Leverage: Yes

Calculated values

Fair value: 2.27
Intrinsic value: 2.20
Implied volatility: 0.42
Historic volatility: 0.21
Parity: 2.20
Time value: 0.25
Break-even: 170.92
Moneyness: 1.15
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 0.82%
Delta: 0.86
Theta: -0.07
Omega: 5.91
Rho: 0.14
 

Quote data

Open: 2.30
High: 2.30
Low: 2.30
Previous Close: 2.55
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.33%
1 Month
  -31.75%
3 Months
  -6.50%
YTD  
+5.50%
1 Year
  -6.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.92 2.51
1M High / 1M Low: 4.06 2.51
6M High / 6M Low: 4.06 1.24
High (YTD): 18/07/2024 4.06
Low (YTD): 22/04/2024 1.24
52W High: 18/07/2024 4.06
52W Low: 09/11/2023 0.96
Avg. price 1W:   2.87
Avg. volume 1W:   0.00
Avg. price 1M:   3.45
Avg. volume 1M:   0.00
Avg. price 6M:   2.56
Avg. volume 6M:   0.00
Avg. price 1Y:   2.18
Avg. volume 1Y:   0.00
Volatility 1M:   141.99%
Volatility 6M:   143.75%
Volatility 1Y:   128.31%
Volatility 3Y:   -