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Soc. Generale Call 55 SGM 20.12.2.../  DE000SV6D4V1  /

EUWAX
12/07/2024  08:18:27 Chg.-0.003 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
0.056EUR -5.08% -
Bid Size: -		 -
Ask Size: -		 STMICROELECTRONICS 55.00 EUR 20/12/2024 Call
 

Master data

WKN: SV6D4V
Issuer: Société Générale
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 55.00 EUR
Maturity: 20/12/2024
Issue date: 16/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 61.62
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.30
Parity: -1.62
Time value: 0.06
Break-even: 55.63
Moneyness: 0.71
Premium: 0.43
Premium p.a.: 1.26
Spread abs.: 0.01
Spread %: 18.87%
Delta: 0.13
Theta: -0.01
Omega: 8.27
Rho: 0.02
 

Quote data

Open: 0.056
High: 0.056
Low: 0.056
Previous Close: 0.059
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.45%
1 Month
  -42.27%
3 Months
  -53.33%
YTD
  -84.00%
1 Year
  -90.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.064 0.054
1M High / 1M Low: 0.097 0.044
6M High / 6M Low: 0.250 0.044
High (YTD): 02/01/2024 0.300
Low (YTD): 02/07/2024 0.044
52W High: 27/07/2023 0.700
52W Low: 02/07/2024 0.044
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.064
Avg. volume 1M:   0.000
Avg. price 6M:   0.118
Avg. volume 6M:   0.000
Avg. price 1Y:   0.223
Avg. volume 1Y:   0.000
Volatility 1M:   199.04%
Volatility 6M:   171.05%
Volatility 1Y:   151.36%
Volatility 3Y:   -