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Soc. Generale Call 165 DB1 20.09..../  DE000SV9TET5  /

EUWAX
30/08/2024  08:13:59 Chg.-0.03 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
3.64EUR -0.82% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BOERSE NA O... 165.00 EUR 20/09/2024 Call
 

Master data

WKN: SV9TET
Issuer: Société Générale
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 165.00 EUR
Maturity: 20/09/2024
Issue date: 18/07/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.15
Leverage: Yes

Calculated values

Fair value: 3.82
Intrinsic value: 3.79
Implied volatility: 0.66
Historic volatility: 0.15
Parity: 3.79
Time value: 0.15
Break-even: 204.40
Moneyness: 1.23
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 0.77%
Delta: 0.92
Theta: -0.13
Omega: 4.75
Rho: 0.08
 

Quote data

Open: 3.64
High: 3.64
Low: 3.64
Previous Close: 3.67
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.40%
1 Month  
+42.19%
3 Months  
+80.20%
YTD  
+36.33%
1 Year  
+126.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.67 3.27
1M High / 1M Low: 3.67 1.59
6M High / 6M Low: 3.67 1.59
High (YTD): 29/08/2024 3.67
Low (YTD): 07/08/2024 1.59
52W High: 29/08/2024 3.67
52W Low: 31/10/2023 0.97
Avg. price 1W:   3.45
Avg. volume 1W:   0.00
Avg. price 1M:   2.64
Avg. volume 1M:   0.00
Avg. price 6M:   2.50
Avg. volume 6M:   0.00
Avg. price 1Y:   2.25
Avg. volume 1Y:   0.00
Volatility 1M:   146.72%
Volatility 6M:   122.29%
Volatility 1Y:   105.64%
Volatility 3Y:   -