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Soc. Generale Call 45 MO 20.12.20.../  DE000SV453H0  /

EUWAX
08/08/2024  08:25:53 Chg.+0.020 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.540EUR +3.85% -
Bid Size: -		 -
Ask Size: -		 Altria Group Inc 45.00 USD 20/12/2024 Call
 

Master data

WKN: SV453H
Issuer: Société Générale
Currency: EUR
Underlying: Altria Group Inc
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 20/12/2024
Issue date: 09/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.32
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.46
Implied volatility: 0.19
Historic volatility: 0.17
Parity: 0.46
Time value: 0.09
Break-even: 46.68
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.85%
Delta: 0.87
Theta: -0.01
Omega: 7.22
Rho: 0.13
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+100.00%
3 Months  
+200.00%
YTD  
+506.74%
1 Year  
+92.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.520
1M High / 1M Low: 0.590 0.270
6M High / 6M Low: 0.590 0.048
High (YTD): 31/07/2024 0.590
Low (YTD): 05/03/2024 0.048
52W High: 31/07/2024 0.590
52W Low: 05/03/2024 0.048
Avg. price 1W:   0.540
Avg. volume 1W:   0.000
Avg. price 1M:   0.469
Avg. volume 1M:   0.000
Avg. price 6M:   0.222
Avg. volume 6M:   0.000
Avg. price 1Y:   0.189
Avg. volume 1Y:   0.000
Volatility 1M:   151.13%
Volatility 6M:   161.98%
Volatility 1Y:   153.43%
Volatility 3Y:   -