OverviewChartNewsTraderScreen

Soc. Generale Call 220 LOW 20.12..../  DE000SV458L1  /

EUWAX
9/3/2024  8:28:50 AM Chg.+0.13 Bid3:11:38 PM Ask3:11:38 PM Underlying Strike price Expiration date Option type
3.10EUR +4.38% 3.00
Bid Size: 1,000		 3.31
Ask Size: 1,000		 Lowes Companies Inc 220.00 USD 12/20/2024 Call
 

Master data

WKN: SV458L
Issuer: Société Générale
Currency: EUR
Underlying: Lowes Companies Inc
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 12/20/2024
Issue date: 5/9/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.68
Leverage: Yes

Calculated values

Fair value: 2.92
Intrinsic value: 2.58
Implied volatility: 0.35
Historic volatility: 0.20
Parity: 2.58
Time value: 0.78
Break-even: 232.39
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 0.90%
Delta: 0.79
Theta: -0.07
Omega: 5.25
Rho: 0.42
 

Quote data

Open: 3.10
High: 3.10
Low: 3.10
Previous Close: 2.97
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.21%
1 Month  
+8.77%
3 Months  
+76.14%
YTD  
+19.23%
1 Year
  -21.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.17 2.93
1M High / 1M Low: 3.17 2.22
6M High / 6M Low: 4.85 1.15
High (YTD): 3/22/2024 4.85
Low (YTD): 7/5/2024 1.15
52W High: 3/22/2024 4.85
52W Low: 7/5/2024 1.15
Avg. price 1W:   3.03
Avg. volume 1W:   0.00
Avg. price 1M:   2.70
Avg. volume 1M:   0.00
Avg. price 6M:   2.58
Avg. volume 6M:   0.00
Avg. price 1Y:   2.45
Avg. volume 1Y:   0.00
Volatility 1M:   171.11%
Volatility 6M:   148.44%
Volatility 1Y:   130.20%
Volatility 3Y:   -