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Soc. Generale Call 310 SHW 21.03..../  DE000SV7HP00  /

EUWAX
8/16/2024  9:39:42 AM Chg.+0.26 Bid8:03:02 PM Ask8:03:02 PM Underlying Strike price Expiration date Option type
5.65EUR +4.82% 5.75
Bid Size: 20,000		 5.82
Ask Size: 20,000		 Sherwin Williams 310.00 USD 3/21/2025 Call
 

Master data

WKN: SV7HP0
Issuer: Société Générale
Currency: EUR
Underlying: Sherwin Williams
Type: Warrant
Option type: Call
Strike price: 310.00 USD
Maturity: 3/21/2025
Issue date: 6/15/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.37
Leverage: Yes

Calculated values

Fair value: 5.15
Intrinsic value: 4.24
Implied volatility: 0.33
Historic volatility: 0.19
Parity: 4.24
Time value: 1.81
Break-even: 343.03
Moneyness: 1.15
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.07
Spread %: 1.17%
Delta: 0.78
Theta: -0.08
Omega: 4.17
Rho: 1.14
 

Quote data

Open: 5.65
High: 5.65
Low: 5.65
Previous Close: 5.39
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.14%
1 Month  
+73.31%
3 Months  
+55.65%
YTD  
+18.95%
1 Year  
+67.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.39 4.93
1M High / 1M Low: 5.71 3.26
6M High / 6M Low: 6.22 2.12
High (YTD): 3/7/2024 6.22
Low (YTD): 7/8/2024 2.12
52W High: 3/7/2024 6.22
52W Low: 10/24/2023 1.49
Avg. price 1W:   5.10
Avg. volume 1W:   0.00
Avg. price 1M:   4.69
Avg. volume 1M:   0.00
Avg. price 6M:   3.94
Avg. volume 6M:   0.00
Avg. price 1Y:   3.50
Avg. volume 1Y:   0.00
Volatility 1M:   178.32%
Volatility 6M:   117.54%
Volatility 1Y:   104.16%
Volatility 3Y:   -