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Soc. Generale Call 4 TNE5 20.12.2.../  DE000SV6EN97  /

EUWAX
7/10/2024  8:22:10 AM Chg.-0.010 Bid9:50:22 AM Ask9:50:22 AM Underlying Strike price Expiration date Option type
0.210EUR -4.55% 0.240
Bid Size: 80,000		 0.250
Ask Size: 80,000		 TELEFONICA INH. ... 4.00 EUR 12/20/2024 Call
 

Master data

WKN: SV6EN9
Issuer: Société Générale
Currency: EUR
Underlying: TELEFONICA INH. EO 1
Type: Warrant
Option type: Call
Strike price: 4.00 EUR
Maturity: 12/20/2024
Issue date: 5/16/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 17.88
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.19
Parity: -0.07
Time value: 0.22
Break-even: 4.22
Moneyness: 0.98
Premium: 0.07
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.53
Theta: 0.00
Omega: 9.41
Rho: 0.01
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -46.15%
3 Months
  -8.70%
YTD  
+50.00%
1 Year
  -19.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.210
1M High / 1M Low: 0.390 0.210
6M High / 6M Low: 0.500 0.110
High (YTD): 6/5/2024 0.500
Low (YTD): 2/19/2024 0.110
52W High: 6/5/2024 0.500
52W Low: 2/19/2024 0.110
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.274
Avg. volume 1M:   0.000
Avg. price 6M:   0.250
Avg. volume 6M:   0.000
Avg. price 1Y:   0.254
Avg. volume 1Y:   31.250
Volatility 1M:   111.76%
Volatility 6M:   138.21%
Volatility 1Y:   131.57%
Volatility 3Y:   -