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Soc. Generale Call 40 NWT 20.09.2.../  DE000SV1GMK1  /

EUWAX
8/2/2024  9:19:35 AM Chg.-0.22 Bid8:15:37 PM Ask8:15:37 PM Underlying Strike price Expiration date Option type
1.47EUR -13.02% 1.20
Bid Size: 175,000		 -
Ask Size: -		 WELLS FARGO + CO.DL ... 40.00 - 9/20/2024 Call
 

Master data

WKN: SV1GMK
Issuer: Société Générale
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 9/20/2024
Issue date: 2/24/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.38
Leverage: Yes

Calculated values

Fair value: 1.29
Intrinsic value: 1.27
Implied volatility: 1.11
Historic volatility: 0.21
Parity: 1.27
Time value: 0.29
Break-even: 55.60
Moneyness: 1.32
Premium: 0.05
Premium p.a.: 0.48
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.81
Theta: -0.06
Omega: 2.75
Rho: 0.04
 

Quote data

Open: 1.47
High: 1.47
Low: 1.47
Previous Close: 1.69
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.48%
1 Month
  -20.54%
3 Months
  -18.33%
YTD  
+44.12%
1 Year  
+83.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.80 1.69
1M High / 1M Low: 1.89 1.46
6M High / 6M Low: 2.01 0.90
High (YTD): 5/16/2024 2.01
Low (YTD): 1/18/2024 0.75
52W High: 5/16/2024 2.01
52W Low: 10/27/2023 0.41
Avg. price 1W:   1.75
Avg. volume 1W:   0.00
Avg. price 1M:   1.74
Avg. volume 1M:   0.00
Avg. price 6M:   1.62
Avg. volume 6M:   0.00
Avg. price 1Y:   1.15
Avg. volume 1Y:   0.00
Volatility 1M:   103.87%
Volatility 6M:   74.63%
Volatility 1Y:   87.10%
Volatility 3Y:   -