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Soc. Generale Call 500 LOR 20.12..../  DE000SV6EK58  /

EUWAX
7/30/2024  10:04:29 AM Chg.-0.004 Bid1:20:43 PM Ask1:20:43 PM Underlying Strike price Expiration date Option type
0.035EUR -10.26% 0.033
Bid Size: 225,000		 0.043
Ask Size: 225,000		 L OREAL INH. E... 500.00 - 12/20/2024 Call
 

Master data

WKN: SV6EK5
Issuer: Société Générale
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 500.00 -
Maturity: 12/20/2024
Issue date: 5/16/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 85.35
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.19
Parity: -1.07
Time value: 0.05
Break-even: 504.60
Moneyness: 0.79
Premium: 0.29
Premium p.a.: 0.90
Spread abs.: 0.01
Spread %: 27.78%
Delta: 0.13
Theta: -0.06
Omega: 11.38
Rho: 0.19
 

Quote data

Open: 0.035
High: 0.035
Low: 0.035
Previous Close: 0.039
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.91%
1 Month
  -53.33%
3 Months
  -75.00%
YTD
  -85.42%
1 Year
  -81.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.036
1M High / 1M Low: 0.073 0.031
6M High / 6M Low: 0.260 0.031
High (YTD): 2/6/2024 0.260
Low (YTD): 7/16/2024 0.031
52W High: 2/6/2024 0.260
52W Low: 7/16/2024 0.031
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.043
Avg. volume 1M:   0.000
Avg. price 6M:   0.131
Avg. volume 6M:   456.693
Avg. price 1Y:   0.145
Avg. volume 1Y:   227.451
Volatility 1M:   191.29%
Volatility 6M:   193.63%
Volatility 1Y:   163.27%
Volatility 3Y:   -