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Soc. Generale Call 520 URI 20.09..../  DE000SV7HQZ5  /

EUWAX
2024-07-05  9:29:53 AM Chg.-0.12 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
12.85EUR -0.93% -
Bid Size: -		 -
Ask Size: -		 United Rentals 520.00 - 2024-09-20 Call
 

Master data

WKN: SV7HQZ
Issuer: Société Générale
Currency: EUR
Underlying: United Rentals
Type: Warrant
Option type: Call
Strike price: 520.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.90
Leverage: Yes

Calculated values

Fair value: 7.74
Intrinsic value: 6.49
Implied volatility: 0.81
Historic volatility: 0.32
Parity: 6.49
Time value: 5.45
Break-even: 639.40
Moneyness: 1.12
Premium: 0.09
Premium p.a.: 0.53
Spread abs.: 0.20
Spread %: 1.70%
Delta: 0.70
Theta: -0.52
Omega: 3.43
Rho: 0.60
 

Quote data

Open: 12.85
High: 12.85
Low: 12.85
Previous Close: 12.97
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.82%
1 Month  
+4.73%
3 Months
  -28.17%
YTD  
+20.32%
1 Year  
+194.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.97 11.70
1M High / 1M Low: 13.18 10.74
6M High / 6M Low: 20.16 8.37
High (YTD): 2024-03-22 20.16
Low (YTD): 2024-01-05 8.36
52W High: 2024-03-22 20.16
52W Low: 2023-10-27 2.81
Avg. price 1W:   12.48
Avg. volume 1W:   0.00
Avg. price 1M:   11.98
Avg. volume 1M:   0.00
Avg. price 6M:   14.62
Avg. volume 6M:   0.00
Avg. price 1Y:   10.07
Avg. volume 1Y:   0.00
Volatility 1M:   107.87%
Volatility 6M:   119.36%
Volatility 1Y:   129.30%
Volatility 3Y:   -