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Soc. Generale Call 450 LOR 20.12..../  DE000SV6EK41  /

EUWAX
05/09/2024  08:23:13 Chg.-0.050 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.440EUR -10.20% -
Bid Size: -		 -
Ask Size: -		 L OREAL INH. E... 450.00 - 20/12/2024 Call
 

Master data

WKN: SV6EK4
Issuer: Société Générale
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 20/12/2024
Issue date: 16/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 81.55
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -5.86
Time value: 0.48
Break-even: 454.80
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 0.68
Spread abs.: 0.02
Spread %: 4.35%
Delta: 0.18
Theta: -0.07
Omega: 14.78
Rho: 0.19
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.22%
1 Month
  -16.98%
3 Months
  -87.95%
YTD
  -90.31%
1 Year
  -85.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.450
1M High / 1M Low: 0.730 0.400
6M High / 6M Low: 4.270 0.400
High (YTD): 06/02/2024 4.840
Low (YTD): 15/08/2024 0.400
52W High: 06/02/2024 4.840
52W Low: 15/08/2024 0.400
Avg. price 1W:   0.498
Avg. volume 1W:   0.000
Avg. price 1M:   0.510
Avg. volume 1M:   0.000
Avg. price 6M:   2.252
Avg. volume 6M:   0.000
Avg. price 1Y:   2.770
Avg. volume 1Y:   .215
Volatility 1M:   209.23%
Volatility 6M:   184.83%
Volatility 1Y:   159.95%
Volatility 3Y:   -