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Soc. Generale Call 30 KHC 20.12.2.../  DE000SV74YZ5  /

EUWAX
15/11/2024  09:23:53 Chg.-0.030 Bid20:13:21 Ask20:13:21 Underlying Strike price Expiration date Option type
0.170EUR -15.00% 0.140
Bid Size: 125,000		 0.150
Ask Size: 125,000		 Kraft Heinz Company 30.00 USD 20/12/2024 Call
 

Master data

WKN: SV74YZ
Issuer: Société Générale
Currency: EUR
Underlying: Kraft Heinz Company
Type: Warrant
Option type: Call
Strike price: 30.00 USD
Maturity: 20/12/2024
Issue date: 30/06/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.89
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.17
Implied volatility: 0.18
Historic volatility: 0.18
Parity: 0.17
Time value: 0.02
Break-even: 30.39
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.87
Theta: -0.01
Omega: 13.79
Rho: 0.02
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.04%
1 Month
  -67.31%
3 Months
  -61.36%
YTD
  -76.06%
1 Year
  -66.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.190
1M High / 1M Low: 0.560 0.190
6M High / 6M Low: 0.620 0.190
High (YTD): 09/01/2024 0.870
Low (YTD): 13/11/2024 0.190
52W High: 09/01/2024 0.870
52W Low: 13/11/2024 0.190
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.405
Avg. volume 1M:   0.000
Avg. price 6M:   0.439
Avg. volume 6M:   0.000
Avg. price 1Y:   0.553
Avg. volume 1Y:   0.000
Volatility 1M:   155.98%
Volatility 6M:   117.89%
Volatility 1Y:   102.30%
Volatility 3Y:   -