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

EUWAX
7/26/2024  8:26:53 AM Chg.+0.020 Bid7:35:06 PM Ask7:35:06 PM Underlying Strike price Expiration date Option type
0.870EUR +2.35% 0.840
Bid Size: 4,000		 0.890
Ask Size: 4,000		 ANDRITZ AG 50.00 - 12/20/2024 Call
 

Master data

WKN: SV6W1H
Issuer: Société Générale
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 12/20/2024
Issue date: 5/31/2023
Last trading day: 12/19/2024
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: 0.870
Previous Close: 0.850
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.54%
1 Month
  -13.86%
3 Months  
+22.54%
YTD
  -4.40%
1 Year  
+33.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.750
1M High / 1M Low: 1.080 0.750
6M High / 6M Low: 1.340 0.570
High (YTD): 6/13/2024 1.340
Low (YTD): 5/2/2024 0.570
52W High: 6/13/2024 1.340
52W Low: 10/27/2023 0.310
Avg. price 1W:   0.790
Avg. volume 1W:   0.000
Avg. price 1M:   0.883
Avg. volume 1M:   0.000
Avg. price 6M:   0.931
Avg. volume 6M:   7.874
Avg. price 1Y:   0.771
Avg. volume 1Y:   7.813
Volatility 1M:   97.19%
Volatility 6M:   110.97%
Volatility 1Y:   107.66%
Volatility 3Y:   -