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Soc. Generale Call 210 TXN 20.09..../  DE000SV66MP7  /

EUWAX
7/11/2024  8:43:16 AM Chg.+0.120 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.680EUR +21.43% -
Bid Size: -		 -
Ask Size: -		 Texas Instruments In... 210.00 USD 9/20/2024 Call
 

Master data

WKN: SV66MP
Issuer: Société Générale
Currency: EUR
Underlying: Texas Instruments Incorporated
Type: Warrant
Option type: Call
Strike price: 210.00 USD
Maturity: 9/20/2024
Issue date: 6/7/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.10
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.21
Parity: -0.59
Time value: 0.78
Break-even: 201.65
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 1.30%
Delta: 0.45
Theta: -0.08
Omega: 10.92
Rho: 0.15
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.78%
1 Month  
+17.24%
3 Months  
+183.33%
YTD  
+61.90%
1 Year
  -46.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.490
1M High / 1M Low: 0.680 0.390
6M High / 6M Low: 0.870 0.130
High (YTD): 5/23/2024 0.870
Low (YTD): 4/22/2024 0.130
52W High: 7/25/2023 1.360
52W Low: 4/22/2024 0.130
Avg. price 1W:   0.568
Avg. volume 1W:   0.000
Avg. price 1M:   0.499
Avg. volume 1M:   0.000
Avg. price 6M:   0.343
Avg. volume 6M:   0.000
Avg. price 1Y:   0.431
Avg. volume 1Y:   0.000
Volatility 1M:   208.82%
Volatility 6M:   275.97%
Volatility 1Y:   223.49%
Volatility 3Y:   -