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Soc. Generale Call 3.5 BSD2 20.12.../  DE000SV6EG05  /

EUWAX
09/07/2024  08:20:01 Chg.+0.02 Bid14:23:48 Ask14:23:48 Underlying Strike price Expiration date Option type
1.02EUR +2.00% 0.99
Bid Size: 45,000		 1.00
Ask Size: 45,000		 BCO SANTANDER N.EO0,... 3.50 EUR 20/12/2024 Call
 

Master data

WKN: SV6EG0
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 3.50 EUR
Maturity: 20/12/2024
Issue date: 16/05/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.28
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 0.95
Implied volatility: 0.30
Historic volatility: 0.23
Parity: 0.95
Time value: 0.09
Break-even: 4.54
Moneyness: 1.27
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.97%
Delta: 0.92
Theta: 0.00
Omega: 3.93
Rho: 0.01
 

Quote data

Open: 1.02
High: 1.02
Low: 1.02
Previous Close: 1.00
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.97%
1 Month
  -24.44%
3 Months
  -14.29%
YTD  
+72.88%
1 Year  
+155.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.10 0.97
1M High / 1M Low: 1.33 0.96
6M High / 6M Low: 1.48 0.40
High (YTD): 29/04/2024 1.48
Low (YTD): 29/01/2024 0.40
52W High: 29/04/2024 1.48
52W Low: 24/10/2023 0.39
Avg. price 1W:   1.02
Avg. volume 1W:   0.00
Avg. price 1M:   1.08
Avg. volume 1M:   0.00
Avg. price 6M:   0.93
Avg. volume 6M:   0.00
Avg. price 1Y:   0.73
Avg. volume 1Y:   0.00
Volatility 1M:   92.52%
Volatility 6M:   95.02%
Volatility 1Y:   95.13%
Volatility 3Y:   -