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Soc. Generale Call 50 SAX 20.12.2.../  DE000SV6DVU7  /

Frankfurt Zert./SG
10/10/2024  21:36:42 Chg.-0.120 Bid10/10/2024 Ask10/10/2024 Underlying Strike price Expiration date Option type
0.710EUR -14.46% 0.710
Bid Size: 4,300		 0.740
Ask Size: 4,300		 STROEER SE + CO. KGA... 50.00 - 20/12/2024 Call
 

Master data

WKN: SV6DVU
Issuer: Société Générale
Currency: EUR
Underlying: STROEER SE + CO. KGAA
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 20/12/2024
Issue date: 16/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.59
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.67
Implied volatility: 0.45
Historic volatility: 0.23
Parity: 0.67
Time value: 0.20
Break-even: 58.60
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 3.61%
Delta: 0.77
Theta: -0.03
Omega: 5.10
Rho: 0.07
 

Quote data

Open: 0.820
High: 0.820
Low: 0.680
Previous Close: 0.830
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.97%
1 Month     0.00%
3 Months
  -52.03%
YTD
  -15.48%
1 Year  
+77.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.710
1M High / 1M Low: 0.950 0.710
6M High / 6M Low: 1.770 0.710
High (YTD): 21/05/2024 1.770
Low (YTD): 01/03/2024 0.640
52W High: 21/05/2024 1.770
52W Low: 01/11/2023 0.350
Avg. price 1W:   0.786
Avg. volume 1W:   0.000
Avg. price 1M:   0.799
Avg. volume 1M:   0.000
Avg. price 6M:   1.235
Avg. volume 6M:   0.000
Avg. price 1Y:   0.985
Avg. volume 1Y:   0.000
Volatility 1M:   135.05%
Volatility 6M:   101.19%
Volatility 1Y:   109.62%
Volatility 3Y:   -