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Soc. Generale Call 55 AZ2 20.12.2.../  DE000SV9TCD3  /

EUWAX
7/26/2024  8:13:49 AM Chg.+0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.530EUR +1.92% -
Bid Size: -		 -
Ask Size: -		 ANDRITZ AG 55.00 EUR 12/20/2024 Call
 

Master data

WKN: SV9TCD
Issuer: Société Générale
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Call
Strike price: 55.00 EUR
Maturity: 12/20/2024
Issue date: 7/18/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.42
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.13
Implied volatility: 0.31
Historic volatility: 0.23
Parity: 0.13
Time value: 0.42
Break-even: 60.40
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 5.88%
Delta: 0.61
Theta: -0.02
Omega: 6.38
Rho: 0.12
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.77%
1 Month
  -15.87%
3 Months  
+20.45%
YTD
  -14.52%
1 Year  
+8.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.450
1M High / 1M Low: 0.720 0.450
6M High / 6M Low: 0.930 0.330
High (YTD): 2/26/2024 0.930
Low (YTD): 5/2/2024 0.330
52W High: 2/26/2024 0.930
52W Low: 10/27/2023 0.200
Avg. price 1W:   0.490
Avg. volume 1W:   0.000
Avg. price 1M:   0.547
Avg. volume 1M:   0.000
Avg. price 6M:   0.622
Avg. volume 6M:   0.000
Avg. price 1Y:   0.519
Avg. volume 1Y:   0.000
Volatility 1M:   128.44%
Volatility 6M:   138.30%
Volatility 1Y:   130.68%
Volatility 3Y:   -