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Soc. Generale Call 400 LOR 20.12..../  DE000SV6F2H2  /

EUWAX
2024-07-30  10:05:43 AM Chg.-0.41 Bid2:38:27 PM Ask2:38:27 PM Underlying Strike price Expiration date Option type
2.37EUR -14.75% 2.18
Bid Size: 15,000		 2.21
Ask Size: 15,000		 L OREAL INH. E... 400.00 - 2024-12-20 Call
 

Master data

WKN: SV6F2H
Issuer: Société Générale
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 2024-12-20
Issue date: 2023-05-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.96
Leverage: Yes

Calculated values

Fair value: 1.79
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -0.74
Time value: 2.46
Break-even: 424.60
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 0.22
Spread abs.: 0.03
Spread %: 1.23%
Delta: 0.52
Theta: -0.11
Omega: 8.32
Rho: 0.71
 

Quote data

Open: 2.37
High: 2.37
Low: 2.37
Previous Close: 2.78
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.25%
1 Month
  -36.46%
3 Months
  -61.65%
YTD
  -69.18%
1 Year
  -63.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.35 2.44
1M High / 1M Low: 4.19 2.44
6M High / 6M Low: 8.12 2.44
High (YTD): 2024-02-06 8.12
Low (YTD): 2024-07-26 2.44
52W High: 2024-02-06 8.12
52W Low: 2024-07-26 2.44
Avg. price 1W:   2.77
Avg. volume 1W:   0.00
Avg. price 1M:   3.12
Avg. volume 1M:   0.00
Avg. price 6M:   5.77
Avg. volume 6M:   0.00
Avg. price 1Y:   5.75
Avg. volume 1Y:   1.46
Volatility 1M:   151.54%
Volatility 6M:   135.34%
Volatility 1Y:   114.90%
Volatility 3Y:   -