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Soc. Generale Call 310 FDX 20.09..../  DE000SV73N91  /

EUWAX
7/29/2024  9:03:24 AM Chg.+0.030 Bid4:55:27 PM Ask4:55:27 PM Underlying Strike price Expiration date Option type
0.900EUR +3.45% 0.900
Bid Size: 45,000		 0.910
Ask Size: 45,000		 FedEx Corp 310.00 USD 9/20/2024 Call
 

Master data

WKN: SV73N9
Issuer: Société Générale
Currency: EUR
Underlying: FedEx Corp
Type: Warrant
Option type: Call
Strike price: 310.00 USD
Maturity: 9/20/2024
Issue date: 6/29/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.06
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.26
Parity: -0.91
Time value: 0.92
Break-even: 294.84
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 0.55
Spread abs.: 0.01
Spread %: 1.10%
Delta: 0.43
Theta: -0.13
Omega: 12.85
Rho: 0.16
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 0.870
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -4.26%
3 Months  
+87.50%
YTD  
+47.54%
1 Year
  -49.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.200 0.850
1M High / 1M Low: 1.520 0.670
6M High / 6M Low: 1.520 0.140
High (YTD): 7/17/2024 1.520
Low (YTD): 5/30/2024 0.140
52W High: 8/8/2023 1.900
52W Low: 5/30/2024 0.140
Avg. price 1W:   1.000
Avg. volume 1W:   0.000
Avg. price 1M:   0.975
Avg. volume 1M:   0.000
Avg. price 6M:   0.498
Avg. volume 6M:   0.000
Avg. price 1Y:   0.785
Avg. volume 1Y:   0.000
Volatility 1M:   271.28%
Volatility 6M:   385.56%
Volatility 1Y:   295.73%
Volatility 3Y:   -