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Soc. Generale Call 55 MO 20.12.20.../  DE000SV453K4  /

EUWAX
10/15/2024  8:24:12 AM Chg.0.000 Bid6:50:50 PM Ask6:50:50 PM Underlying Strike price Expiration date Option type
0.030EUR 0.00% 0.029
Bid Size: 300,000		 0.039
Ask Size: 300,000		 Altria Group Inc 55.00 USD 12/20/2024 Call
 

Master data

WKN: SV453K
Issuer: Société Générale
Currency: EUR
Underlying: Altria Group Inc
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 12/20/2024
Issue date: 5/9/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 117.19
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.17
Parity: -0.47
Time value: 0.04
Break-even: 50.81
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.80
Spread abs.: 0.01
Spread %: 34.48%
Delta: 0.18
Theta: -0.01
Omega: 20.57
Rho: 0.01
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.030
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.92%
1 Month
  -70.00%
3 Months  
+15.38%
YTD  
+172.73%
1 Year
  -33.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.041 0.030
1M High / 1M Low: 0.110 0.030
6M High / 6M Low: 0.180 0.006
High (YTD): 9/5/2024 0.180
Low (YTD): 5/8/2024 0.006
52W High: 9/5/2024 0.180
52W Low: 5/8/2024 0.006
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.047
Avg. volume 6M:   0.000
Avg. price 1Y:   0.032
Avg. volume 1Y:   0.000
Volatility 1M:   264.17%
Volatility 6M:   288.20%
Volatility 1Y:   260.25%
Volatility 3Y:   -