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Soc. Generale Call 3400 PCE1 20.1.../  DE000SV1P0Q0  /

EUWAX
9/3/2024  8:51:44 AM Chg.+0.23 Bid7:41:52 PM Ask7:41:52 PM Underlying Strike price Expiration date Option type
5.59EUR +4.29% 5.12
Bid Size: 40,000		 5.18
Ask Size: 40,000		 BOOKING HLDGS DL... 3,400.00 - 12/20/2024 Call
 

Master data

WKN: SV1P0Q
Issuer: Société Générale
Currency: EUR
Underlying: BOOKING HLDGS DL-,008
Type: Warrant
Option type: Call
Strike price: 3,400.00 -
Maturity: 12/20/2024
Issue date: 3/2/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.03
Leverage: Yes

Calculated values

Fair value: 2.71
Intrinsic value: 1.32
Implied volatility: 0.67
Historic volatility: 0.23
Parity: 1.32
Time value: 4.54
Break-even: 3,986.00
Moneyness: 1.04
Premium: 0.13
Premium p.a.: 0.50
Spread abs.: 0.06
Spread %: 1.03%
Delta: 0.62
Theta: -2.42
Omega: 3.76
Rho: 4.79
 

Quote data

Open: 5.59
High: 5.59
Low: 5.59
Previous Close: 5.36
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.47%
1 Month  
+120.95%
3 Months  
+3.52%
YTD  
+3.90%
1 Year  
+42.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.54 4.64
1M High / 1M Low: 5.54 2.01
6M High / 6M Low: 7.40 2.01
High (YTD): 7/17/2024 7.40
Low (YTD): 8/8/2024 2.01
52W High: 7/17/2024 7.40
52W Low: 11/1/2023 1.96
Avg. price 1W:   5.24
Avg. volume 1W:   0.00
Avg. price 1M:   3.75
Avg. volume 1M:   0.00
Avg. price 6M:   4.97
Avg. volume 6M:   0.00
Avg. price 1Y:   4.56
Avg. volume 1Y:   0.00
Volatility 1M:   203.76%
Volatility 6M:   143.50%
Volatility 1Y:   121.09%
Volatility 3Y:   -