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Soc. Generale Call 200 WM 20.12.2.../  DE000SV46DB8  /

Frankfurt Zert./SG
29/07/2024  19:57:36 Chg.+0.180 Bid20:17:41 Ask20:17:41 Underlying Strike price Expiration date Option type
1.080EUR +20.00% 1.090
Bid Size: 35,000		 1.100
Ask Size: 35,000		 Waste Management 200.00 USD 20/12/2024 Call
 

Master data

WKN: SV46DB
Issuer: Société Générale
Currency: EUR
Underlying: Waste Management
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 20/12/2024
Issue date: 09/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.51
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.16
Parity: -0.28
Time value: 0.93
Break-even: 193.58
Moneyness: 0.98
Premium: 0.07
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.09%
Delta: 0.52
Theta: -0.04
Omega: 10.20
Rho: 0.34
 

Quote data

Open: 0.880
High: 1.080
Low: 0.880
Previous Close: 0.900
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -60.58%
1 Month
  -47.32%
3 Months
  -51.35%
YTD  
+68.75%
1 Year  
+103.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.740 0.900
1M High / 1M Low: 2.750 0.900
6M High / 6M Low: 2.750 0.850
High (YTD): 18/07/2024 2.750
Low (YTD): 08/01/2024 0.620
52W High: 18/07/2024 2.750
52W Low: 02/10/2023 0.270
Avg. price 1W:   1.914
Avg. volume 1W:   0.000
Avg. price 1M:   2.036
Avg. volume 1M:   0.000
Avg. price 6M:   1.840
Avg. volume 6M:   0.000
Avg. price 1Y:   1.170
Avg. volume 1Y:   0.000
Volatility 1M:   218.85%
Volatility 6M:   145.82%
Volatility 1Y:   138.53%
Volatility 3Y:   -