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Soc. Generale Call 56 TOTB 20.09..../  DE000SV9TQA9  /

EUWAX
2024-06-28  8:13:29 AM Chg.+0.040 Bid8:05:23 PM Ask8:05:23 PM Underlying Strike price Expiration date Option type
0.760EUR +5.56% 0.750
Bid Size: 4,000		 0.770
Ask Size: 4,000		 TOTALENERGIES SE EO... 56.00 EUR 2024-09-20 Call
 

Master data

WKN: SV9TQA
Issuer: Société Générale
Currency: EUR
Underlying: TOTALENERGIES SE EO 2,50
Type: Warrant
Option type: Call
Strike price: 56.00 EUR
Maturity: 2024-09-20
Issue date: 2023-07-18
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.27
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.60
Implied volatility: 0.29
Historic volatility: 0.19
Parity: 0.60
Time value: 0.15
Break-even: 63.50
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.35%
Delta: 0.81
Theta: -0.02
Omega: 6.67
Rho: 0.10
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.70%
1 Month
  -30.28%
3 Months
  -13.64%
YTD
  -1.30%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.710
1M High / 1M Low: 1.130 0.640
6M High / 6M Low: 1.410 0.530
High (YTD): 2024-04-29 1.410
Low (YTD): 2024-02-26 0.530
52W High: - -
52W Low: - -
Avg. price 1W:   0.756
Avg. volume 1W:   0.000
Avg. price 1M:   0.871
Avg. volume 1M:   0.000
Avg. price 6M:   0.877
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.62%
Volatility 6M:   108.54%
Volatility 1Y:   -
Volatility 3Y:   -