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Soc. Generale Call 50 AZ2 20.12.2.../  DE000SV6W1H3  /

Frankfurt Zert./SG
2024-07-26  9:49:35 PM Chg.-0.050 Bid9:56:01 PM Ask9:56:01 PM Underlying Strike price Expiration date Option type
0.840EUR -5.62% 0.840
Bid Size: 4,000		 0.890
Ask Size: 4,000		 ANDRITZ AG 50.00 - 2024-12-20 Call
 

Master data

WKN: SV6W1H
Issuer: Société Générale
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-12-20
Issue date: 2023-05-31
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.16
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.73
Implied volatility: 0.31
Historic volatility: 0.23
Parity: 0.73
Time value: 0.21
Break-even: 59.30
Moneyness: 1.15
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 4.49%
Delta: 0.81
Theta: -0.01
Omega: 4.96
Rho: 0.15
 

Quote data

Open: 0.870
High: 0.870
Low: 0.820
Previous Close: 0.890
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.53%
1 Month
  -14.29%
3 Months  
+44.83%
YTD
  -9.68%
1 Year  
+27.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.760
1M High / 1M Low: 1.020 0.760
6M High / 6M Low: 1.250 0.580
High (YTD): 2024-06-13 1.250
Low (YTD): 2024-04-26 0.580
52W High: 2024-06-13 1.250
52W Low: 2023-10-27 0.310
Avg. price 1W:   0.816
Avg. volume 1W:   0.000
Avg. price 1M:   0.885
Avg. volume 1M:   0.000
Avg. price 6M:   0.930
Avg. volume 6M:   18.110
Avg. price 1Y:   0.770
Avg. volume 1Y:   17.969
Volatility 1M:   83.30%
Volatility 6M:   102.48%
Volatility 1Y:   103.30%
Volatility 3Y:   -